Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841382.4476 | 744751.696 | 96630.7516 | 3573559.587 | -2662912.713 | 6236472.3 |
Total P&L (%) | 841.3824 | 744.7517 | 96.6308 | 3573.5596 | -2662.9127 | 6236.4723 |
Avg Daily Profit (%) | 0.4713 | 0.4172 | 0.0541 | 0.2021 | 0 | 0.2327 |
Buy And Hold Return (%) | 249.7593 | 249.7593 | 249.7593 | 249.7593 | 249.7593 | 249.7593 |
Max Trade Drawdown | -125318 | -159784 | -92732 | -14234844 | -17776366 | -4973465 |
Profit Factor | 1.9039 | 2.7342 | 1.1927 | 1.066 | 0.906 | 1.2419 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 118 | 55 | 63 | 118 | 55 | 63 |
Losing Trades | 132 | 70 | 62 | 132 | 70 | 62 |
Profitability (%) | 47.2 | 44 | 50.4 | 47.2 | 44 | 50.4 |
Ratio Avg Win / Avg Loss | 2.1298 | 3.4799 | 1.1738 | 1.1925 | 1.1531 | 1.2222 |
Largest Winning Trade | 227720 | 227720 | 55421 | 6832299 | 6832299 | 4953289 |
Largest Losing Trade | -36559 | -28659 | -36559 | -3195386 | -3195386 | -2112942 |
Avg Bars in Trades | 41 | 33 | 49 | 41 | 33 | 49 |
Avg Bars in Winners | 60 | 48 | 71 | 60 | 48 | 71 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 10393 | 4178 | 6215 | 10393 | 4178 | 6215 |
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 | 410664 | 339417 | -295097 | -139607 | -581667 | 283506 |
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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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