Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858044.3088 | 725961.7816 | 132082.5272 | 3387485.7049 | 5684243.4625 | -2296757.7577 |
Total P&L (%) | 858.0443 | 725.9618 | 132.0825 | 3387.4857 | 5684.2435 | -2296.7578 |
Avg Daily Profit (%) | 0.4119 | 0.3485 | 0.0634 | 0.1706 | 0.195 | 0 |
Buy And Hold Return (%) | 33.2349 | 33.2349 | 33.2349 | 33.2349 | 33.2349 | 33.2349 |
Max Trade Drawdown | -128851 | -113303 | -127482 | -18693789 | -12066893 | -10076800 |
Profit Factor | 1.56 | 1.9501 | 1.172 | 1.0358 | 1.1204 | 0.9515 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Losing Trades | 164 | 81 | 83 | 164 | 81 | 83 |
Profitability (%) | 50.4532 | 50.9091 | 50 | 50.4532 | 50.9091 | 50 |
Ratio Avg Win / Avg Loss | 1.532 | 1.8804 | 1.172 | 1.0172 | 1.0804 | 0.9515 |
Largest Winning Trade | 105498 | 105498 | 61371 | 7453114 | 7453114 | 3973925 |
Largest Losing Trade | -47086 | -40363 | -47086 | -3303985 | -3303985 | -3244281 |
Avg Bars in Trades | 74 | 66 | 82 | 74 | 66 | 82 |
Avg Bars in Winners | 84 | 63 | 106 | 84 | 63 | 106 |
Avg Bars in Losers | 63 | 68 | 58 | 63 | 68 | 58 |
Bars Traded | 24641 | 10934 | 13707 | 24641 | 10934 | 13707 |
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 | 519193 | 483738 | -141562 | -171556 | -79615 | -580463 |
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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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