Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1588916.3894 | 1658784.0437 | -69867.6542 | 4484.3623 | 275310.1935 | -270825.8313 |
Total P&L (%) | 1588.9164 | 1658.784 | -69.8677 | 4.4844 | 275.3102 | -270.8258 |
Avg Daily Profit (%) | 0.848 | 0.8853 | -0.0373 | 0.0023 | 0.0706 | 0 |
Buy And Hold Return (%) | 518.1344 | 518.1344 | 518.1344 | 518.1344 | 518.1344 | 518.1344 |
Max Trade Drawdown | -136987 | -161599 | -136250 | -613996 | -684297 | -456967 |
Profit Factor | 2.5802 | 4.1247 | 0.8528 | 1.0016 | 1.1764 | 0.7786 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Losing Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Profitability (%) | 45.5497 | 44.7917 | 46.3158 | 45.5497 | 44.7917 | 46.3158 |
Ratio Avg Win / Avg Loss | 3.0844 | 5.084 | 0.9885 | 1.1973 | 1.45 | 0.9025 |
Largest Winning Trade | 1155463 | 1155463 | 54335 | 611461 | 611461 | 212187 |
Largest Losing Trade | -76281 | -38998 | -76281 | -270586 | -270586 | -256796 |
Avg Bars in Trades | 37 | 33 | 42 | 37 | 33 | 42 |
Avg Bars in Winners | 50 | 47 | 53 | 50 | 47 | 53 |
Avg Bars in Losers | 27 | 22 | 32 | 27 | 22 | 32 |
Bars Traded | 7256 | 3242 | 4013 | 7256 | 3242 | 4013 |
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 | 516425 | 544951 | -582511 | -574948 | -293275 | -582511 |
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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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