Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1612105.5855 | 1511313.6731 | 100791.9125 | 1788205.5468 | 2304403.947 | -516198.4002 |
Total P&L (%) | 1612.1056 | 1511.3137 | 100.7919 | 1788.2055 | 2304.4039 | -516.1984 |
Avg Daily Profit (%) | 0.8983 | 0.8421 | 0.0562 | 0.1639 | 0.1773 | 0 |
Buy And Hold Return (%) | 194.5033 | 194.5033 | 194.5033 | 194.5033 | 194.5033 | 194.5033 |
Max Trade Drawdown | -87218 | -98502 | -136785 | -3460763 | -3161135 | -4078877 |
Profit Factor | 3.0445 | 4.869 | 1.2533 | 1.0995 | 1.2643 | 0.9442 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 47.4359 | 42.3077 | 52.5641 | 47.4359 | 42.3077 | 52.5641 |
Ratio Avg Win / Avg Loss | 3.3736 | 6.6396 | 1.131 | 1.2184 | 1.7241 | 0.8521 |
Largest Winning Trade | 878419 | 878419 | 56052 | 4085656 | 4085656 | 978814 |
Largest Losing Trade | -72021 | -32307 | -72021 | -3277530 | -534014 | -3277530 |
Avg Bars in Trades | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Winners | 50 | 45 | 54 | 50 | 45 | 54 |
Avg Bars in Losers | 18 | 17 | 18 | 18 | 17 | 18 |
Bars Traded | 5202 | 2294 | 2908 | 5202 | 2294 | 2908 |
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 | 679949 | -16270 | -318028 | -103489 | -28350 | -614903 |
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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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