Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1222816.6185 | 1222980.7858 | -164.1673 | 418687.0744 | 821058.8182 | -402371.7437 |
Total P&L (%) | 1222.8166 | 1222.9808 | -0.1642 | 418.6871 | 821.0588 | -402.3717 |
Avg Daily Profit (%) | 0.6744 | 0.6745 | -0.0001 | 0.0908 | 0.1225 | 0 |
Buy And Hold Return (%) | 466.8811 | 466.8811 | 466.8811 | 466.8811 | 466.8811 | 466.8811 |
Max Trade Drawdown | -125025 | -113807 | -64888 | -922404 | -761122 | -530819 |
Profit Factor | 2.2613 | 3.302 | 0.9996 | 1.0709 | 1.2703 | 0.8597 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Profitability (%) | 42.3868 | 42.1488 | 42.623 | 42.3868 | 42.1488 | 42.623 |
Ratio Avg Win / Avg Loss | 3.0736 | 4.5321 | 1.3457 | 1.4556 | 1.7436 | 1.1572 |
Largest Winning Trade | 733589 | 733589 | 27547 | 936693 | 936693 | 195815 |
Largest Losing Trade | -38428 | -38428 | -27792 | -307209 | -307209 | -148846 |
Avg Bars in Trades | 86 | 128 | 45 | 86 | 128 | 45 |
Avg Bars in Winners | 125 | 196 | 54 | 125 | 196 | 54 |
Avg Bars in Losers | 58 | 79 | 38 | 58 | 79 | 38 |
Bars Traded | 21114 | 15580 | 5534 | 21114 | 15580 | 5534 |
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 | 405305 | 420154 | -582210 | -381692 | -39776 | -582210 |
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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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