Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1512376.5021 | 1590927.9364 | -78551.4343 | 5897.4629 | -188051.8427 | 193949.3056 |
Total P&L (%) | 1512.3765 | 1590.9279 | -78.5514 | 5.8975 | -188.0518 | 193.9493 |
Avg Daily Profit (%) | 0.8453 | 0.8892 | -0.0439 | 0.0032 | 0 | 0.0603 |
Buy And Hold Return (%) | 354.8936 | 354.8936 | 354.8936 | 354.8936 | 354.8936 | 354.8936 |
Max Trade Drawdown | -240071 | -246936 | -97059 | -4152378 | -4576254 | -884266 |
Profit Factor | 2.6205 | 3.8222 | 0.7874 | 1.0007 | 0.9662 | 1.0837 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 32.1429 | 30 | 34.2857 | 32.1429 | 30 | 34.2857 |
Ratio Avg Win / Avg Loss | 5.5322 | 8.9184 | 1.5093 | 2.1127 | 2.2544 | 2.0771 |
Largest Winning Trade | 1478991 | 1478991 | 46269 | 2218161 | 2218161 | 758295 |
Largest Losing Trade | -38463 | -38463 | -34513 | -1082785 | -1082785 | -452265 |
Avg Bars in Trades | 150 | 212 | 89 | 150 | 212 | 89 |
Avg Bars in Winners | 247 | 363 | 146 | 247 | 363 | 146 |
Avg Bars in Losers | 105 | 147 | 59 | 105 | 147 | 59 |
Bars Traded | 21114 | 14854 | 6260 | 21114 | 14854 | 6260 |
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 | 347015 | -83854 | -678569 | -579479 | -680236 | -506093 |
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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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