Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002879.5809 | 1012784.8201 | -9905.2393 | 164141.5018 | 95564.515 | 68576.9869 |
Total P&L (%) | 1002.8796 | 1012.7848 | -9.9052 | 164.1415 | 95.5645 | 68.577 |
Avg Daily Profit (%) | 0.5437 | 0.5491 | -0.0054 | 0.0527 | 0.0364 | 0.0283 |
Buy And Hold Return (%) | 106.7915 | 106.7915 | 106.7915 | 106.7915 | 106.7915 | 106.7915 |
Max Trade Drawdown | -187705 | -157144 | -64432 | -1263085 | -1069393 | -259489 |
Profit Factor | 2.6314 | 3.2038 | 0.9362 | 1.0571 | 1.0428 | 1.1074 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 46.9565 | 43.8596 | 50 | 46.9565 | 43.8596 | 50 |
Ratio Avg Win / Avg Loss | 2.9725 | 4.1008 | 0.9362 | 1.1942 | 1.3347 | 1.1074 |
Largest Winning Trade | 963784 | 963784 | 17178 | 929643 | 929643 | 176272 |
Largest Losing Trade | -41561 | -41561 | -13902 | -360575 | -360575 | -125465 |
Avg Bars in Trades | 93 | 181 | 7 | 93 | 181 | 7 |
Avg Bars in Winners | 127 | 266 | 7 | 127 | 266 | 7 |
Avg Bars in Losers | 64 | 115 | 7 | 64 | 115 | 7 |
Bars Traded | 10769 | 10342 | 427 | 10769 | 10342 | 427 |
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 | 544176 | -165298 | -760555 | -291101 | -666012 | -602956 |
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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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