Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1297657.433 | 1384863.5491 | -87206.1161 | 17629.1328 | 389816.8819 | -372187.7491 |
Total P&L (%) | 1297.6574 | 1384.8635 | -87.2061 | 17.6291 | 389.8169 | -372.1877 |
Avg Daily Profit (%) | 0.7146 | 0.7626 | -0.048 | 0.0089 | 0.0875 | 0 |
Buy And Hold Return (%) | 676.4214 | 676.4214 | 676.4214 | 676.4214 | 676.4214 | 676.4214 |
Max Trade Drawdown | -165506 | -146821 | -89699 | -989674 | -873254 | -426620 |
Profit Factor | 2.3271 | 3.3206 | 0.7711 | 1.0043 | 1.1518 | 0.7575 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Profitability (%) | 42.7386 | 40 | 45.4545 | 42.7386 | 40 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.1179 | 4.9809 | 0.9254 | 1.3456 | 1.7277 | 0.909 |
Largest Winning Trade | 747881 | 747881 | 63500 | 901525 | 901525 | 311621 |
Largest Losing Trade | -45315 | -45315 | -34165 | -285573 | -285573 | -117738 |
Avg Bars in Trades | 42 | 63 | 21 | 42 | 63 | 21 |
Avg Bars in Winners | 58 | 94 | 27 | 58 | 94 | 27 |
Avg Bars in Losers | 30 | 43 | 15 | 30 | 43 | 15 |
Bars Traded | 10206 | 7662 | 2544 | 10206 | 7662 | 2544 |
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 | 283379 | 305904 | -582500 | -564026 | -298438 | -582500 |
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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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