Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937592.4357 | 976855.7417 | -39263.306 | 381770.4661 | 1188284.2119 | -806513.7458 |
Total P&L (%) | 937.5924 | 976.8557 | -39.2633 | 381.7705 | 1188.2842 | -806.5137 |
Avg Daily Profit (%) | 0.5175 | 0.5392 | -0.0217 | 0.0868 | 0.1412 | 0 |
Buy And Hold Return (%) | 482.8155 | 482.8155 | 482.8155 | 482.8155 | 482.8155 | 482.8155 |
Max Trade Drawdown | -132106 | -88333 | -124378 | -1087427 | -716331 | -867637 |
Profit Factor | 1.9042 | 2.955 | 0.9269 | 1.0649 | 1.4102 | 0.7295 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Losing Trades | 140 | 67 | 73 | 140 | 67 | 73 |
Profitability (%) | 44 | 46.4 | 41.6 | 44 | 46.4 | 41.6 |
Ratio Avg Win / Avg Loss | 2.4236 | 3.4135 | 1.3012 | 1.3554 | 1.6291 | 1.0241 |
Largest Winning Trade | 646570 | 646570 | 72338 | 692546 | 692546 | 265532 |
Largest Losing Trade | -35316 | -35316 | -30445 | -232749 | -232749 | -175497 |
Avg Bars in Trades | 42 | 36 | 49 | 42 | 36 | 49 |
Avg Bars in Winners | 58 | 42 | 77 | 58 | 42 | 77 |
Avg Bars in Losers | 29 | 30 | 28 | 29 | 30 | 28 |
Bars Traded | 10645 | 4500 | 6145 | 10645 | 4500 | 6145 |
Profit Streak | 0 | 7.7155 | 0 | 0 | 7.7155 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 218366 | 337006 | -582600 | -392931 | -6581 | -582600 |
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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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