Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1056879.4889 | 1060014.0648 | -3134.5758 | 381698.8315 | 442780.827 | -61081.9955 |
Total P&L (%) | 1056.8795 | 1060.0141 | -3.1346 | 381.6988 | 442.7808 | -61.082 |
Avg Daily Profit (%) | 0.4225 | 0.4238 | -0.0013 | 0.0629 | 0.0676 | -0.0377 |
Buy And Hold Return (%) | 261.551 | 261.551 | 261.551 | 261.551 | 261.551 | 261.551 |
Max Trade Drawdown | -134779 | -117612 | -41467 | -973594 | -820445 | -196102 |
Profit Factor | 2.9482 | 3.6927 | 0.9789 | 1.135 | 1.21 | 0.9151 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 39.1753 | 33.3333 | 44.898 | 39.1753 | 33.3333 | 44.898 |
Ratio Avg Win / Avg Loss | 4.5774 | 7.3854 | 1.2014 | 1.7622 | 2.4199 | 1.1231 |
Largest Winning Trade | 949458 | 949458 | 14089 | 1087450 | 1087450 | 90821 |
Largest Losing Trade | -29808 | -29808 | -14540 | -261663 | -261663 | -153193 |
Avg Bars in Trades | 150 | 270 | 32 | 150 | 270 | 32 |
Avg Bars in Winners | 237 | 520 | 31 | 237 | 520 | 31 |
Avg Bars in Losers | 94 | 145 | 32 | 94 | 145 | 32 |
Bars Traded | 14580 | 12995 | 1585 | 14580 | 12995 | 1585 |
Profit Streak | 0 | 184.5052 | 0 | 0 | 184.5052 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339565 | 330854 | -580999 | -206767 | -116326 | -580999 |
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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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