Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1729723.9266 | 1841808.8251 | -112084.8985 | -122620.382 | -40329.5926 | -82290.7895 |
Total P&L (%) | 1729.7239 | 1841.8088 | -112.0849 | -122.6204 | -40.3296 | -82.2908 |
Avg Daily Profit (%) | 0.8303 | 0.8841 | -0.0538 | 0 | -0.0248 | -0.0831 |
Buy And Hold Return (%) | 369.0175 | 369.0175 | 369.0175 | 369.0175 | 369.0175 | 369.0175 |
Max Trade Drawdown | -167928 | -53604 | -268477 | -158437 | -31072 | -104144 |
Profit Factor | 2.7639 | 5.146 | 0.791 | 0.6329 | 0.757 | 0.5103 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 48 | 23 | 25 | 66 | 35 | 31 |
Losing Trades | 69 | 35 | 34 | 51 | 23 | 28 |
Profitability (%) | 41.0256 | 39.6552 | 42.3729 | 56.4103 | 60.3448 | 52.5424 |
Ratio Avg Win / Avg Loss | 3.9731 | 7.8309 | 1.0758 | 0.489 | 0.4975 | 0.4609 |
Largest Winning Trade | 1660575 | 1660575 | 48599 | 23453 | 23453 | 14745 |
Largest Losing Trade | -108176 | -48891 | -108176 | -52856 | -52856 | -37456 |
Avg Bars in Trades | 210 | 212 | 207 | 210 | 212 | 207 |
Avg Bars in Winners | 320 | 334 | 307 | 146 | 157 | 133 |
Avg Bars in Losers | 133 | 132 | 134 | 292 | 295 | 289 |
Bars Traded | 24585 | 12325 | 12260 | 24585 | 12325 | 12260 |
Profit Streak | 0 | 0 | 0 | 56.5966 | 70.93 | 56.5966 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492337 | -164556 | -758757 | -578175 | -758524 | -756147 |
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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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