Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2190610.9004 | 2302518.298 | -111907.3976 | -46601.2666 | 567227.671 | -613828.9376 |
Total P&L (%) | 2190.6109 | 2302.5183 | -111.9074 | -46.6013 | 567.2277 | -613.8289 |
Avg Daily Profit (%) | 0.9845 | 1.0348 | -0.0503 | -0.0282 | 0.0853 | 0 |
Buy And Hold Return (%) | 235.1217 | 235.1217 | 235.1217 | 235.1217 | 235.1217 | 235.1217 |
Max Trade Drawdown | -159964 | -108929 | -166834 | -1157614 | -573188 | -630721 |
Profit Factor | 3.0923 | 5.4212 | 0.7873 | 0.9811 | 1.4614 | 0.506 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Losing Trades | 133 | 62 | 71 | 133 | 62 | 71 |
Profitability (%) | 42.4242 | 46.087 | 38.7931 | 42.4242 | 46.087 | 38.7931 |
Ratio Avg Win / Avg Loss | 4.1967 | 6.3418 | 1.2422 | 1.3316 | 1.7095 | 0.7983 |
Largest Winning Trade | 2365049 | 2365049 | 51168 | 1161886 | 1161886 | 93204 |
Largest Losing Trade | -43085 | -43085 | -37192 | -316771 | -271128 | -316771 |
Avg Bars in Trades | 37 | 31 | 42 | 37 | 31 | 42 |
Avg Bars in Winners | 57 | 43 | 73 | 57 | 43 | 73 |
Avg Bars in Losers | 22 | 21 | 22 | 22 | 21 | 22 |
Bars Traded | 8560 | 3643 | 4917 | 8560 | 3643 | 4917 |
Profit Streak | 0 | 15.3279 | 0 | 0 | 15.3279 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 629895 | 730330 | -583715 | -580848 | -81750 | -585382 |
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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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