Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1175793.6329 | 1148376.0049 | 27417.628 | 1158900.8321 | 716893.2961 | 442007.536 |
Total P&L (%) | 1175.7936 | 1148.376 | 27.4176 | 1158.9008 | 716.8933 | 442.0075 |
Avg Daily Profit (%) | 0.5357 | 0.5232 | 0.0125 | 0.1155 | 0.0957 | 0.077 |
Buy And Hold Return (%) | 502.4028 | 502.4028 | 502.4028 | 502.4028 | 502.4028 | 502.4028 |
Max Trade Drawdown | -171770 | -181958 | -28629 | -1386761 | -1631811 | -158521 |
Profit Factor | 2.6142 | 2.9762 | 1.1861 | 1.2879 | 1.2051 | 1.8333 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 81 | 30 | 51 | 81 | 30 | 51 |
Losing Trades | 98 | 59 | 39 | 98 | 59 | 39 |
Profitability (%) | 45.2514 | 33.7079 | 56.6667 | 45.2514 | 33.7079 | 56.6667 |
Ratio Avg Win / Avg Loss | 3.1628 | 5.8532 | 0.907 | 1.5582 | 2.37 | 1.4019 |
Largest Winning Trade | 622056 | 622056 | 24009 | 871635 | 871635 | 94205 |
Largest Losing Trade | -38565 | -38565 | -16437 | -459332 | -459332 | -72604 |
Avg Bars in Trades | 48 | 94 | 3 | 48 | 94 | 3 |
Avg Bars in Winners | 58 | 154 | 2 | 58 | 154 | 2 |
Avg Bars in Losers | 39 | 63 | 3 | 39 | 63 | 3 |
Bars Traded | 8658 | 8372 | 286 | 8658 | 8372 | 286 |
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 | 373068 | 174533 | -358564 | -43079 | -103738 | -252684 |
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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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