Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1665769.7522 | 1731902.552 | -66132.7999 | 105072.6712 | 628074.8316 | -523002.1605 |
Total P&L (%) | 1665.7698 | 1731.9026 | -66.1328 | 105.0727 | 628.0748 | -523.0022 |
Avg Daily Profit (%) | 0.7062 | 0.7342 | -0.028 | 0.0305 | 0.0842 | 0 |
Buy And Hold Return (%) | 535.1613 | 535.1613 | 535.1613 | 535.1613 | 535.1613 | 535.1613 |
Max Trade Drawdown | -150374 | -128026 | -167469 | -1280154 | -790786 | -584530 |
Profit Factor | 2.6063 | 4.4193 | 0.8753 | 1.0263 | 1.307 | 0.7315 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 135 | 72 | 63 | 135 | 72 | 63 |
Profitability (%) | 38.6364 | 34.5455 | 42.7273 | 38.6364 | 34.5455 | 42.7273 |
Ratio Avg Win / Avg Loss | 4.1394 | 8.3733 | 1.1733 | 1.63 | 2.4765 | 0.9805 |
Largest Winning Trade | 1599300 | 1599300 | 56829 | 879827 | 879827 | 173421 |
Largest Losing Trade | -31240 | -31240 | -25016 | -400158 | -400158 | -204320 |
Avg Bars in Trades | 62 | 52 | 72 | 62 | 52 | 72 |
Avg Bars in Winners | 107 | 95 | 116 | 107 | 95 | 116 |
Avg Bars in Losers | 34 | 29 | 39 | 34 | 29 | 39 |
Bars Traded | 13717 | 5732 | 7985 | 13717 | 5732 | 7985 |
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 | 398002 | 388802 | -582201 | -511720 | -196923 | -583867 |
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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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