Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2195042.3998 | 2199738.503 | -4696.1032 | 49872.3981 | 444585.5429 | -394713.1448 |
Total P&L (%) | 2195.0424 | 2199.7385 | -4.6961 | 49.8724 | 444.5855 | -394.7131 |
Avg Daily Profit (%) | 0.971 | 0.9731 | -0.0021 | 0.0179 | 0.075 | 0 |
Buy And Hold Return (%) | 229.6117 | 229.6117 | 229.6117 | 229.6117 | 229.6117 | 229.6117 |
Max Trade Drawdown | -181184 | -111766 | -178024 | -538947 | -307081 | -592357 |
Profit Factor | 3.5584 | 6.037 | 0.9889 | 1.0252 | 1.4923 | 0.6324 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 45.8647 | 43.2836 | 48.4848 | 45.8647 | 43.2836 | 48.4848 |
Ratio Avg Win / Avg Loss | 4.2001 | 7.9106 | 1.0507 | 1.2101 | 1.9555 | 0.6719 |
Largest Winning Trade | 1914777 | 1914777 | 51125 | 406528 | 406528 | 91886 |
Largest Losing Trade | -93365 | -30603 | -93365 | -514504 | -86595 | -514504 |
Avg Bars in Trades | 65 | 62 | 67 | 65 | 62 | 67 |
Avg Bars in Winners | 96 | 94 | 97 | 96 | 94 | 97 |
Avg Bars in Losers | 39 | 38 | 39 | 39 | 38 | 39 |
Bars Traded | 8688 | 4219 | 4469 | 8688 | 4219 | 4469 |
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 | 676670 | -97725 | -703880 | -528745 | -217313 | -705547 |
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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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