Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 909792.5831 | 988140.4261 | -78347.8431 | 66996.9303 | 1051441.3356 | -984444.4053 |
Total P&L (%) | 909.7926 | 988.1404 | -78.3478 | 66.9969 | 1051.4413 | -984.4444 |
Avg Daily Profit (%) | 0.4129 | 0.4484 | -0.0356 | 0.0233 | 0.1109 | 0 |
Buy And Hold Return (%) | 360.3419 | 360.3419 | 360.3419 | 360.3419 | 360.3419 | 360.3419 |
Max Trade Drawdown | -268203 | -202866 | -124965 | -2351141 | -1399841 | -1071451 |
Profit Factor | 1.9359 | 2.4536 | 0.732 | 1.0149 | 1.376 | 0.4206 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 93 | 34 | 59 | 93 | 34 | 59 |
Losing Trades | 124 | 74 | 50 | 124 | 74 | 50 |
Profitability (%) | 42.8571 | 31.4815 | 54.1284 | 42.8571 | 31.4815 | 54.1284 |
Ratio Avg Win / Avg Loss | 2.5812 | 5.3402 | 0.6203 | 1.3532 | 2.9948 | 0.3564 |
Largest Winning Trade | 529503 | 529503 | 14159 | 1742254 | 1742254 | 162044 |
Largest Losing Trade | -43262 | -42321 | -43262 | -616633 | -512206 | -616633 |
Avg Bars in Trades | 59 | 107 | 11 | 59 | 107 | 11 |
Avg Bars in Winners | 68 | 165 | 12 | 68 | 165 | 12 |
Avg Bars in Losers | 51 | 80 | 9 | 51 | 80 | 9 |
Bars Traded | 12808 | 11566 | 1242 | 12808 | 11566 | 1242 |
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 | 300889 | 145003 | -580229 | -533329 | -53450 | -580229 |
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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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