Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037013.3486 | 1026041.7608 | 10971.5878 | 469887.0497 | 820906.312 | -351019.2623 |
Total P&L (%) | 1037.0133 | 1026.0418 | 10.9716 | 469.8871 | 820.9063 | -351.0193 |
Avg Daily Profit (%) | 0.5616 | 0.5557 | 0.0059 | 0.0943 | 0.1203 | 0 |
Buy And Hold Return (%) | 135.6525 | 135.6525 | 135.6525 | 135.6525 | 135.6525 | 135.6525 |
Max Trade Drawdown | -157931 | -119630 | -95359 | -1287992 | -713715 | -736229 |
Profit Factor | 2.2687 | 3.6857 | 1.0252 | 1.0983 | 1.3736 | 0.8642 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 60 | 23 | 37 | 60 | 23 | 37 |
Losing Trades | 100 | 57 | 43 | 100 | 57 | 43 |
Profitability (%) | 37.5 | 28.75 | 46.25 | 37.5 | 28.75 | 46.25 |
Ratio Avg Win / Avg Loss | 3.7812 | 9.1341 | 1.1915 | 1.8304 | 3.4043 | 1.0044 |
Largest Winning Trade | 786653 | 786653 | 73438 | 509536 | 509536 | 388645 |
Largest Losing Trade | -35839 | -28341 | -35839 | -321407 | -321407 | -297810 |
Avg Bars in Trades | 68 | 74 | 62 | 68 | 74 | 62 |
Avg Bars in Winners | 120 | 171 | 88 | 120 | 171 | 88 |
Avg Bars in Losers | 37 | 35 | 39 | 37 | 35 | 39 |
Bars Traded | 10905 | 5936 | 4969 | 10905 | 5936 | 4969 |
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 | 411279 | -14836 | -564381 | -185142 | -63708 | -600027 |
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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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