Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1197271.3295 | 1196566.8699 | 704.4596 | 142069.07 | 235895.51 | -93826.44 |
Total P&L (%) | 1197.2713 | 1196.5669 | 0.7045 | 142.0691 | 235.8955 | -93.8264 |
Avg Daily Profit (%) | 0.6644 | 0.664 | 0.0004 | 0.0491 | 0.0673 | -0.1544 |
Buy And Hold Return (%) | 169.7717 | 169.7717 | 169.7717 | 169.7717 | 169.7717 | 169.7717 |
Max Trade Drawdown | -111652 | -162833 | -143011 | -857677 | -1107456 | -670801 |
Profit Factor | 2.2395 | 3.6127 | 1.0014 | 1.0372 | 1.1192 | 0.9491 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 87 | 38 | 49 | 87 | 38 | 49 |
Losing Trades | 95 | 53 | 42 | 95 | 53 | 42 |
Profitability (%) | 47.8022 | 41.7582 | 53.8462 | 47.8022 | 41.7582 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.4454 | 5.0387 | 0.8583 | 1.1326 | 1.561 | 0.8135 |
Largest Winning Trade | 885809 | 885809 | 58410 | 785098 | 785098 | 235866 |
Largest Losing Trade | -77453 | -37089 | -77453 | -304471 | -191560 | -304471 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 39 | 39 | 38 | 39 | 39 | 38 |
Avg Bars in Losers | 18 | 16 | 21 | 18 | 16 | 21 |
Bars Traded | 5201 | 2393 | 2808 | 5201 | 2393 | 2808 |
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 | 599245 | 559545 | -578543 | -472411 | -239286 | -580590 |
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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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