Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1546747.2363 | 1562764.8425 | -16017.6062 | 348445.62 | 891611.5318 | -543165.9119 |
Total P&L (%) | 1546.7472 | 1562.7648 | -16.0176 | 348.4456 | 891.6115 | -543.1659 |
Avg Daily Profit (%) | 0.8539 | 0.8628 | -0.0088 | 0.0829 | 0.1267 | 0 |
Buy And Hold Return (%) | 539.7543 | 539.7543 | 539.7543 | 539.7543 | 539.7543 | 539.7543 |
Max Trade Drawdown | -197269 | -177201 | -53180 | -2445211 | -2172272 | -582100 |
Profit Factor | 2.634 | 3.1583 | 0.928 | 1.0473 | 1.1573 | 0.6806 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 101 | 44 | 57 | 101 | 44 | 57 |
Losing Trades | 126 | 69 | 57 | 126 | 69 | 57 |
Profitability (%) | 44.4934 | 38.9381 | 50 | 44.4934 | 38.9381 | 50 |
Ratio Avg Win / Avg Loss | 3.286 | 4.9528 | 0.928 | 1.3065 | 1.8148 | 0.6806 |
Largest Winning Trade | 1167170 | 1167170 | 15079 | 1380156 | 1380156 | 114136 |
Largest Losing Trade | -50226 | -50226 | -26180 | -754911 | -754911 | -202467 |
Avg Bars in Trades | 94 | 176 | 13 | 94 | 176 | 13 |
Avg Bars in Winners | 129 | 280 | 13 | 129 | 280 | 13 |
Avg Bars in Losers | 66 | 110 | 13 | 66 | 110 | 13 |
Bars Traded | 21509 | 19964 | 1545 | 21509 | 19964 | 1545 |
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 | 505888 | 413869 | -580751 | -417552 | -83599 | -580751 |
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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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