Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2504186.6079 | 2535214.8984 | -31028.2904 | 65002.573 | 645516.6264 | -580514.0534 |
Total P&L (%) | 2504.1866 | 2535.2149 | -31.0283 | 65.0026 | 645.5166 | -580.5141 |
Avg Daily Profit (%) | 1.3505 | 1.3672 | -0.0167 | 0.027 | 0.1084 | 0 |
Buy And Hold Return (%) | 161.8072 | 161.8072 | 161.8072 | 161.8072 | 161.8072 | 161.8072 |
Max Trade Drawdown | -184014 | -146208 | -88601 | -1283271 | -896758 | -661726 |
Profit Factor | 3.6457 | 5.7754 | 0.9253 | 1.0163 | 1.2725 | 0.6392 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 56 | 20 | 36 | 56 | 20 | 36 |
Losing Trades | 100 | 58 | 42 | 100 | 58 | 42 |
Profitability (%) | 35.8974 | 25.641 | 46.1538 | 35.8974 | 25.641 | 46.1538 |
Ratio Avg Win / Avg Loss | 6.5101 | 16.7487 | 1.0796 | 1.8149 | 3.6902 | 0.7457 |
Largest Winning Trade | 2460043 | 2460043 | 57842 | 1309912 | 1309912 | 113370 |
Largest Losing Trade | -53529 | -53529 | -48011 | -716552 | -716552 | -342334 |
Avg Bars in Trades | 137 | 204 | 70 | 137 | 204 | 70 |
Avg Bars in Winners | 213 | 422 | 97 | 213 | 422 | 97 |
Avg Bars in Losers | 95 | 130 | 46 | 95 | 130 | 46 |
Bars Traded | 21444 | 15984 | 5460 | 21444 | 15984 | 5460 |
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 | 568034 | -39425 | -615065 | -528677 | -110510 | -616731 |
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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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