Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1232515.3042 | 1280195.5557 | -47680.2515 | 133314.8901 | 421971.5028 | -288656.6127 |
Total P&L (%) | 1232.5153 | 1280.1956 | -47.6803 | 133.3149 | 421.9715 | -288.6566 |
Avg Daily Profit (%) | 0.5437 | 0.5647 | -0.021 | 0.0374 | 0.0729 | 0 |
Buy And Hold Return (%) | 289.2857 | 289.2857 | 289.2857 | 289.2857 | 289.2857 | 289.2857 |
Max Trade Drawdown | -178350 | -79753 | -195228 | -597283 | -416478 | -516100 |
Profit Factor | 2.4049 | 4.1721 | 0.8993 | 1.0386 | 1.257 | 0.841 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 36.4341 | 32.3077 | 40.625 | 36.4341 | 32.3077 | 40.625 |
Ratio Avg Win / Avg Loss | 4.1959 | 8.7416 | 1.3144 | 1.812 | 2.6338 | 1.2291 |
Largest Winning Trade | 1082066 | 1082066 | 65028 | 457163 | 457163 | 201567 |
Largest Losing Trade | -45517 | -45517 | -35189 | -175743 | -143259 | -175743 |
Avg Bars in Trades | 68 | 58 | 78 | 68 | 58 | 78 |
Avg Bars in Winners | 123 | 103 | 140 | 123 | 103 | 140 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 8817 | 3792 | 5025 | 8817 | 3792 | 5025 |
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 | 310771 | -122339 | -722215 | -490674 | -256569 | -722215 |
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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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