Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1497209.7272 | 1515564.8473 | -18355.12 | 497719.6719 | -253090.9844 | 750810.6563 |
Total P&L (%) | 1497.2097 | 1515.5648 | -18.3551 | 497.7197 | -253.091 | 750.8107 |
Avg Daily Profit (%) | 0.835 | 0.8453 | -0.0102 | 0.0998 | 0 | 0.1195 |
Buy And Hold Return (%) | 385.9544 | 385.9544 | 385.9544 | 385.9544 | 385.9544 | 385.9544 |
Max Trade Drawdown | -80301 | -152813 | -142764 | -1043091 | -1942142 | -347247 |
Profit Factor | 2.8394 | 4.7756 | 0.9555 | 1.0855 | 0.9273 | 1.3212 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 31.25 | 25 | 37.5 | 31.25 | 25 | 37.5 |
Ratio Avg Win / Avg Loss | 6.2467 | 14.3268 | 1.5925 | 2.3881 | 2.782 | 2.202 |
Largest Winning Trade | 1308824 | 1308824 | 55046 | 831517 | 831517 | 395451 |
Largest Losing Trade | -33115 | -25528 | -33115 | -288774 | -288774 | -243249 |
Avg Bars in Trades | 27 | 23 | 31 | 27 | 23 | 31 |
Avg Bars in Winners | 59 | 59 | 60 | 59 | 59 | 60 |
Avg Bars in Losers | 12 | 11 | 14 | 12 | 11 | 14 |
Bars Traded | 3516 | 1484 | 2032 | 3516 | 1484 | 2032 |
Profit Streak | 27.2903 | 27.7903 | 0 | 27.2903 | 27.7903 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365521 | -149906 | -722319 | -266956 | -746454 | -183329 |
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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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