Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1644799.0991 | 1764133.75 | -119334.651 | -97342.0733 | -62769.1912 | -34572.8821 |
Total P&L (%) | 1644.7991 | 1764.1338 | -119.3347 | -97.3421 | -62.7692 | -34.5729 |
Avg Daily Profit (%) | 0.695 | 0.7454 | -0.0504 | -0.1532 | -0.0417 | -0.0179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251835 | -164949 | -226803 | -99645 | -70155 | -43907 |
Profit Factor | 2.1375 | 2.8471 | 0.7569 | 0.5997 | 0.6357 | 0.5122 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 133 | 57 | 76 | 133 | 57 | 76 |
Losing Trades | 182 | 100 | 82 | 182 | 100 | 82 |
Profitability (%) | 42.2222 | 36.3057 | 48.1013 | 42.2222 | 36.3057 | 48.1013 |
Ratio Avg Win / Avg Loss | 2.925 | 4.9948 | 0.8166 | 0.8206 | 1.1152 | 0.5526 |
Largest Winning Trade | 1917606 | 1917606 | 39998 | 51103 | 51103 | 3540 |
Largest Losing Trade | -74231 | -56057 | -74231 | -13925 | -13925 | -7773 |
Avg Bars in Trades | 44 | 72 | 16 | 44 | 72 | 16 |
Avg Bars in Winners | 56 | 105 | 19 | 56 | 105 | 19 |
Avg Bars in Losers | 36 | 53 | 14 | 36 | 53 | 14 |
Bars Traded | 14077 | 11436 | 2641 | 14077 | 11436 | 2641 |
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 | 538436 | 470727 | -580966 | -582155 | -584169 | -580688 |
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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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