Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1494978.2212 | 1497700.4416 | -2722.2205 | 504586.6771 | -1254847.5174 | 1759434.1945 |
Total P&L (%) | 1494.9782 | 1497.7004 | -2.7222 | 504.5867 | -1254.8475 | 1759.4342 |
Avg Daily Profit (%) | 0.8377 | 0.8392 | -0.0015 | 0.1009 | 0 | 0.1639 |
Buy And Hold Return (%) | 409.7754 | 409.7754 | 409.7754 | 409.7754 | 409.7754 | 409.7754 |
Max Trade Drawdown | -156724 | -203900 | -96680 | -4551751 | -6384364 | -877384 |
Profit Factor | 2.8545 | 4.3686 | 0.9925 | 1.0425 | 0.8452 | 1.4663 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 33.3333 | 26.6667 | 40 | 33.3333 | 26.6667 | 40 |
Ratio Avg Win / Avg Loss | 5.709 | 12.0136 | 1.4887 | 2.085 | 2.3242 | 2.1994 |
Largest Winning Trade | 1228827 | 1228827 | 55879 | 2594671 | 2594671 | 1454068 |
Largest Losing Trade | -47252 | -47252 | -42666 | -1426709 | -1426709 | -603560 |
Avg Bars in Trades | 175 | 154 | 196 | 175 | 154 | 196 |
Avg Bars in Winners | 348 | 356 | 343 | 348 | 356 | 343 |
Avg Bars in Losers | 89 | 81 | 98 | 89 | 81 | 98 |
Bars Traded | 21093 | 9285 | 11808 | 21093 | 9285 | 11808 |
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 | 358200 | -173924 | -752458 | -330534 | -769927 | -165367 |
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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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