Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1542136.603 | 1525601.2291 | 16535.3739 | 1182786.4856 | 1779409.8741 | -596623.3885 |
Total P&L (%) | 1542.1366 | 1525.6012 | 16.5354 | 1182.7865 | 1779.4099 | -596.6234 |
Avg Daily Profit (%) | 0.7003 | 0.6927 | 0.0075 | 0.1159 | 0.1333 | 0 |
Buy And Hold Return (%) | 764.1532 | 764.1532 | 764.1532 | 764.1532 | 764.1532 | 764.1532 |
Max Trade Drawdown | -129050 | -104577 | -91721 | -978618 | -711653 | -1073721 |
Profit Factor | 2.5392 | 3.8649 | 1.0352 | 1.1726 | 1.5246 | 0.8276 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 101 | 41 | 60 | 101 | 41 | 60 |
Losing Trades | 140 | 80 | 60 | 140 | 80 | 60 |
Profitability (%) | 41.9087 | 33.8843 | 50 | 41.9087 | 33.8843 | 50 |
Ratio Avg Win / Avg Loss | 3.5197 | 7.5413 | 1.0352 | 1.6254 | 2.9748 | 0.8276 |
Largest Winning Trade | 856772 | 856772 | 53827 | 1272100 | 1272100 | 267927 |
Largest Losing Trade | -48871 | -40252 | -48871 | -483216 | -240466 | -483216 |
Avg Bars in Trades | 35 | 45 | 25 | 35 | 45 | 25 |
Avg Bars in Winners | 47 | 70 | 32 | 47 | 70 | 32 |
Avg Bars in Losers | 26 | 32 | 18 | 26 | 32 | 18 |
Bars Traded | 8509 | 5474 | 3035 | 8509 | 5474 | 3035 |
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 | 306014 | 208774 | -530309 | -79165 | -23293 | -580735 |
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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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