Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1118123.9383 | 1210848.1268 | -92724.1884 | -42409.1217 | 85599.2137 | -128008.3354 |
Total P&L (%) | 1118.1239 | 1210.8481 | -92.7242 | -42.4091 | 85.5992 | -128.0083 |
Avg Daily Profit (%) | 0.5369 | 0.5814 | -0.0445 | -0.0265 | 0.0297 | 0 |
Buy And Hold Return (%) | 235.7143 | 235.7143 | 235.7143 | 235.7143 | 235.7143 | 235.7143 |
Max Trade Drawdown | -256133 | -192142 | -115094 | -612425 | -504640 | -156333 |
Profit Factor | 2.2458 | 3.0278 | 0.6913 | 0.9741 | 1.0802 | 0.7741 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 37.3134 | 31.3433 | 43.2836 | 37.3134 | 31.3433 | 43.2836 |
Ratio Avg Win / Avg Loss | 3.773 | 6.6323 | 0.9058 | 1.6364 | 2.3661 | 1.0143 |
Largest Winning Trade | 914856 | 914856 | 19978 | 565210 | 565210 | 107117 |
Largest Losing Trade | -61492 | -61492 | -38288 | -130219 | -130219 | -92163 |
Avg Bars in Trades | 182 | 297 | 67 | 182 | 297 | 67 |
Avg Bars in Winners | 299 | 625 | 63 | 299 | 625 | 63 |
Avg Bars in Losers | 112 | 147 | 69 | 112 | 147 | 69 |
Bars Traded | 24421 | 19931 | 4490 | 24421 | 19931 | 4490 |
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 | 325855 | -108374 | -700348 | -582578 | -574445 | -698681 |
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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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