Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1545906.01 | 1646157.3631 | -100251.3531 | -35512.4373 | 564200.5171 | -599712.9545 |
Total P&L (%) | 1545.906 | 1646.1574 | -100.2514 | -35.5124 | 564.2005 | -599.713 |
Avg Daily Profit (%) | 0.742 | 0.7902 | -0.0481 | -0.0211 | 0.0909 | 0 |
Buy And Hold Return (%) | 324.0337 | 324.0337 | 324.0337 | 324.0337 | 324.0337 | 324.0337 |
Max Trade Drawdown | -226486 | -136476 | -231853 | -717287 | -222211 | -639588 |
Profit Factor | 2.5673 | 4.627 | 0.8117 | 0.9757 | 2.1436 | 0.3799 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 36.2069 | 32.7586 | 39.6552 | 36.2069 | 32.7586 | 39.6552 |
Ratio Avg Win / Avg Loss | 4.5234 | 9.4975 | 1.2352 | 1.7191 | 4.4 | 0.5781 |
Largest Winning Trade | 1466734 | 1466734 | 53471 | 699558 | 699558 | 107211 |
Largest Losing Trade | -67900 | -31552 | -67900 | -249042 | -157197 | -249042 |
Avg Bars in Trades | 212 | 213 | 211 | 212 | 213 | 211 |
Avg Bars in Winners | 372 | 404 | 346 | 372 | 404 | 346 |
Avg Bars in Losers | 121 | 120 | 122 | 121 | 120 | 122 |
Bars Traded | 24636 | 12393 | 12243 | 24636 | 12393 | 12243 |
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 | 395012 | -167714 | -763467 | -583056 | -262731 | -765134 |
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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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