Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1611919.0761 | 1918880.4434 | -306961.3673 | -98879.1733 | 30644.6256 | -129523.7989 |
Total P&L (%) | 1611.9191 | 1918.8804 | -306.9614 | -98.8792 | 30.6446 | -129.5238 |
Avg Daily Profit (%) | 0.7737 | 0.9211 | -0.1473 | -0.2153 | 0.0128 | 0 |
Buy And Hold Return (%) | 776.8293 | 776.8293 | 776.8293 | 776.8293 | 776.8293 | 776.8293 |
Max Trade Drawdown | -380485 | -223721 | -312138 | -276141 | -223490 | -123346 |
Profit Factor | 2.1366 | 3.4716 | 0.5217 | 0.8683 | 1.0647 | 0.5329 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 170 | 89 | 81 | 170 | 89 | 81 |
Profitability (%) | 39.2857 | 36.4286 | 42.1429 | 39.2857 | 36.4286 | 42.1429 |
Ratio Avg Win / Avg Loss | 3.3021 | 6.0582 | 0.7162 | 1.3419 | 1.858 | 0.7315 |
Largest Winning Trade | 1556916 | 1556916 | 39380 | 260503 | 260503 | 32344 |
Largest Losing Trade | -53723 | -53723 | -51352 | -58499 | -58499 | -34114 |
Avg Bars in Trades | 87 | 129 | 44 | 87 | 129 | 44 |
Avg Bars in Winners | 124 | 207 | 53 | 124 | 207 | 53 |
Avg Bars in Losers | 62 | 85 | 37 | 62 | 85 | 37 |
Bars Traded | 24396 | 18192 | 6204 | 24396 | 18192 | 6204 |
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 | 284913 | 385040 | -584016 | -581813 | -495176 | -584016 |
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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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