Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1455611.6913 | 1485209.9607 | -29598.2694 | 10191.5571 | 786538.4702 | -776346.913 |
Total P&L (%) | 1455.6117 | 1485.21 | -29.5983 | 10.1916 | 786.5385 | -776.3469 |
Avg Daily Profit (%) | 0.7832 | 0.7991 | -0.0159 | 0.0052 | 0.1175 | 0 |
Buy And Hold Return (%) | 35.3288 | 35.3288 | 35.3288 | 35.3288 | 35.3288 | 35.3288 |
Max Trade Drawdown | -192763 | -173773 | -88075 | -2115544 | -1202857 | -1399546 |
Profit Factor | 2.9651 | 4.9167 | 0.9181 | 1.0017 | 1.2907 | 0.7567 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Profitability (%) | 40.2516 | 40 | 40.5063 | 40.2516 | 40 | 40.5063 |
Ratio Avg Win / Avg Loss | 4.4013 | 7.375 | 1.3485 | 1.4869 | 1.936 | 1.1114 |
Largest Winning Trade | 1581659 | 1581659 | 66048 | 1608452 | 1608452 | 611587 |
Largest Losing Trade | -37020 | -23570 | -37020 | -487988 | -406522 | -487988 |
Avg Bars in Trades | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Winners | 69 | 63 | 75 | 69 | 63 | 75 |
Avg Bars in Losers | 28 | 34 | 22 | 28 | 34 | 22 |
Bars Traded | 7172 | 3695 | 3477 | 7172 | 3695 | 3477 |
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 | 566181 | -2454 | -609761 | -573205 | -57953 | -609761 |
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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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