Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614308.0282 | 690952.7357 | -76644.7075 | -3829.2974 | 399622.5217 | -403451.8191 |
Total P&L (%) | 614.308 | 690.9527 | -76.6447 | -3.8293 | 399.6225 | -403.4518 |
Avg Daily Profit (%) | 0.3337 | 0.3753 | -0.0416 | -0.0021 | 0.0874 | 0 |
Buy And Hold Return (%) | 134.3016 | 134.3016 | 134.3016 | 134.3016 | 134.3016 | 134.3016 |
Max Trade Drawdown | -169378 | -84051 | -131564 | -761171 | -383966 | -481634 |
Profit Factor | 1.705 | 2.6505 | 0.8307 | 0.9987 | 1.2782 | 0.7307 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Losing Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Profitability (%) | 34.1317 | 38.0952 | 30.1205 | 34.1317 | 38.0952 | 30.1205 |
Ratio Avg Win / Avg Loss | 3.2904 | 4.307 | 1.9272 | 1.9273 | 2.0771 | 1.6952 |
Largest Winning Trade | 651684 | 651684 | 47094 | 566365 | 566365 | 174226 |
Largest Losing Trade | -25854 | -25854 | -21021 | -119822 | -119822 | -116891 |
Avg Bars in Trades | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Winners | 56 | 52 | 62 | 56 | 52 | 62 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 5311 | 2661 | 2650 | 5311 | 2661 | 2650 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 194515 | 302251 | -586063 | -583296 | -83277 | -586063 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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