Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1413465.4496 | 1484973.7562 | -71508.3065 | 49731.5405 | 135606.6712 | -85875.1307 |
Total P&L (%) | 1413.4655 | 1484.9738 | -71.5083 | 49.7315 | 135.6067 | -85.8751 |
Avg Daily Profit (%) | 0.7803 | 0.8197 | -0.0395 | 0.0223 | 0.0473 | -0.108 |
Buy And Hold Return (%) | 487.1754 | 487.1754 | 487.1754 | 487.1754 | 487.1754 | 487.1754 |
Max Trade Drawdown | -162860 | -139901 | -98660 | -1160785 | -1351622 | -512155 |
Profit Factor | 2.4311 | 3.2857 | 0.7884 | 1.0084 | 1.0327 | 0.9519 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 92 | 40 | 52 | 92 | 40 | 52 |
Losing Trades | 123 | 67 | 56 | 123 | 67 | 56 |
Profitability (%) | 42.7907 | 37.3832 | 48.1481 | 42.7907 | 37.3832 | 48.1481 |
Ratio Avg Win / Avg Loss | 3.2503 | 5.5036 | 0.8491 | 1.3482 | 1.7299 | 1.0252 |
Largest Winning Trade | 780571 | 780571 | 50354 | 1144011 | 1144011 | 438897 |
Largest Losing Trade | -30774 | -30774 | -19033 | -317558 | -317558 | -139886 |
Avg Bars in Trades | 31 | 52 | 11 | 31 | 52 | 11 |
Avg Bars in Winners | 40 | 79 | 10 | 40 | 79 | 10 |
Avg Bars in Losers | 25 | 36 | 11 | 25 | 36 | 11 |
Bars Traded | 6803 | 5609 | 1194 | 6803 | 5609 | 1194 |
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 | 459089 | 403930 | -581487 | -541845 | -484059 | -579820 |
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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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