Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1609467.2779 | 1579500.591 | 29966.687 | 721453.4437 | 1584094.0288 | -862640.5851 |
Total P&L (%) | 1609.4673 | 1579.5006 | 29.9667 | 721.4534 | 1584.094 | -862.6406 |
Avg Daily Profit (%) | 0.8563 | 0.8403 | 0.0159 | 0.1121 | 0.1503 | 0 |
Buy And Hold Return (%) | 259.4039 | 259.4039 | 259.4039 | 259.4039 | 259.4039 | 259.4039 |
Max Trade Drawdown | -111869 | -74573 | -83920 | -2301452 | -1343057 | -2077491 |
Profit Factor | 2.9143 | 5.3872 | 1.0623 | 1.0841 | 1.4729 | 0.8351 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Losing Trades | 133 | 65 | 68 | 133 | 65 | 68 |
Profitability (%) | 46.8 | 48 | 45.6 | 46.8 | 48 | 45.6 |
Ratio Avg Win / Avg Loss | 3.3128 | 5.8361 | 1.2673 | 1.2323 | 1.5956 | 0.9962 |
Largest Winning Trade | 1269144 | 1269144 | 64775 | 2062629 | 2062629 | 893783 |
Largest Losing Trade | -77674 | -32642 | -77674 | -1934515 | -447266 | -1934515 |
Avg Bars in Trades | 43 | 41 | 46 | 43 | 41 | 46 |
Avg Bars in Winners | 61 | 56 | 65 | 61 | 56 | 65 |
Avg Bars in Losers | 28 | 26 | 29 | 28 | 26 | 29 |
Bars Traded | 10928 | 5156 | 5772 | 10928 | 5156 | 5772 |
Profit Streak | 0 | 12.8227 | 0 | 0 | 12.8227 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 659255 | 730206 | -491220 | -174198 | 319692 | -582711 |
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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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