Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1056216.7949 | 1107454.1066 | -51237.3117 | 232196.8216 | 904791.777 | -672594.9554 |
Total P&L (%) | 1056.2168 | 1107.4541 | -51.2373 | 232.1968 | 904.7918 | -672.595 |
Avg Daily Profit (%) | 0.5806 | 0.6088 | -0.0282 | 0.066 | 0.1269 | 0 |
Buy And Hold Return (%) | 583.0958 | 583.0958 | 583.0958 | 583.0958 | 583.0958 | 583.0958 |
Max Trade Drawdown | -158659 | -104142 | -149496 | -538281 | -367529 | -745748 |
Profit Factor | 2.1278 | 3.3811 | 0.8913 | 1.0697 | 1.5749 | 0.6169 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Losing Trades | 141 | 66 | 75 | 141 | 66 | 75 |
Profitability (%) | 43.6 | 47.2 | 40 | 43.6 | 47.2 | 40 |
Ratio Avg Win / Avg Loss | 2.7525 | 3.7823 | 1.337 | 1.3838 | 1.7618 | 0.9254 |
Largest Winning Trade | 614497 | 614497 | 73875 | 604398 | 604398 | 173353 |
Largest Losing Trade | -44463 | -34362 | -44463 | -253846 | -113042 | -253846 |
Avg Bars in Trades | 86 | 82 | 89 | 86 | 82 | 89 |
Avg Bars in Winners | 133 | 113 | 157 | 133 | 113 | 157 |
Avg Bars in Losers | 49 | 54 | 44 | 49 | 54 | 44 |
Bars Traded | 21501 | 10260 | 11241 | 21501 | 10260 | 11241 |
Profit Streak | 13.0127 | 13.5127 | 13.0127 | 13.0127 | 13.5127 | 13.0127 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 255288 | 350200 | -582614 | -414474 | -30870 | -584280 |
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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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