Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1353981.5499 | 1473577.2386 | -119595.6887 | -39896.3611 | 179552.7491 | -219449.1102 |
Total P&L (%) | 1353.9816 | 1473.5772 | -119.5957 | -39.8964 | 179.5527 | -219.4491 |
Avg Daily Profit (%) | 0.5715 | 0.622 | -0.0505 | -0.0215 | 0.0434 | 0 |
Buy And Hold Return (%) | 473.5837 | 473.5837 | 473.5837 | 473.5837 | 473.5837 | 473.5837 |
Max Trade Drawdown | -287524 | -237152 | -161496 | -2102572 | -1217695 | -991019 |
Profit Factor | 2.4843 | 4.179 | 0.7334 | 0.9864 | 1.1196 | 0.8468 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Profitability (%) | 37.5 | 35 | 40 | 37.5 | 35 | 40 |
Ratio Avg Win / Avg Loss | 4.1405 | 7.7611 | 1.1002 | 1.644 | 2.0793 | 1.2702 |
Largest Winning Trade | 1426510 | 1426510 | 56603 | 1180224 | 1180224 | 377745 |
Largest Losing Trade | -35139 | -27785 | -35139 | -461855 | -299060 | -461855 |
Avg Bars in Trades | 85 | 79 | 90 | 85 | 79 | 90 |
Avg Bars in Winners | 139 | 136 | 142 | 139 | 136 | 142 |
Avg Bars in Losers | 52 | 48 | 56 | 52 | 48 | 56 |
Bars Traded | 13635 | 6360 | 7275 | 13635 | 6360 | 7275 |
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 | 312788 | -9466 | -602458 | -582023 | -413837 | -602458 |
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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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