Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1537459.9724 | 1582575.6165 | -45115.644 | 37242.9727 | -16412.492 | 53655.4647 |
Total P&L (%) | 1537.46 | 1582.5756 | -45.1156 | 37.243 | -16.4125 | 53.6555 |
Avg Daily Profit (%) | 0.8567 | 0.8819 | -0.0251 | 0.0176 | -0.01 | 0.0239 |
Buy And Hold Return (%) | 387.148 | 387.148 | 387.148 | 387.148 | 387.148 | 387.148 |
Max Trade Drawdown | -174651 | -126190 | -223016 | -210832 | -252379 | -182833 |
Profit Factor | 2.8526 | 5.3449 | 0.9031 | 1.0377 | 0.9682 | 1.1137 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 45.7627 | 44.0678 | 47.4576 | 45.7627 | 44.0678 | 47.4576 |
Ratio Avg Win / Avg Loss | 3.3809 | 6.7839 | 0.9999 | 1.2299 | 1.2288 | 1.233 |
Largest Winning Trade | 1462492 | 1462492 | 50243 | 77430 | 77430 | 76515 |
Largest Losing Trade | -75933 | -35064 | -75933 | -106089 | -55490 | -106089 |
Avg Bars in Trades | 178 | 160 | 196 | 178 | 160 | 196 |
Avg Bars in Winners | 295 | 273 | 316 | 295 | 273 | 316 |
Avg Bars in Losers | 80 | 72 | 88 | 80 | 72 | 88 |
Bars Traded | 21094 | 9490 | 11604 | 21094 | 9490 | 11604 |
Profit Streak | 0 | 0 | 23.2601 | 0 | 0 | 23.2601 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542825 | -159846 | -757900 | -515447 | -758098 | -599266 |
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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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