Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1121350.1194 | 1149001.1841 | -27651.0647 | 147590.3872 | 240410.4566 | -92820.0694 |
Total P&L (%) | 1121.3501 | 1149.0012 | -27.6511 | 147.5904 | 240.4105 | -92.8201 |
Avg Daily Profit (%) | 0.5959 | 0.6106 | -0.0147 | 0.0482 | 0.0651 | -0.1399 |
Buy And Hold Return (%) | 251.6959 | 251.6959 | 251.6959 | 251.6959 | 251.6959 | 251.6959 |
Max Trade Drawdown | -124256 | -110929 | -147169 | -308068 | -237717 | -300730 |
Profit Factor | 2.1963 | 3.4057 | 0.9399 | 1.0592 | 1.1895 | 0.9243 |
Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
Winning Trades | 125 | 57 | 68 | 125 | 57 | 68 |
Losing Trades | 190 | 101 | 89 | 190 | 101 | 89 |
Profitability (%) | 39.6825 | 36.0759 | 43.3121 | 39.6825 | 36.0759 | 43.3121 |
Ratio Avg Win / Avg Loss | 3.3384 | 6.0347 | 1.2301 | 1.6099 | 2.1077 | 1.2097 |
Largest Winning Trade | 1002126 | 1002126 | 58646 | 298464 | 298464 | 153924 |
Largest Losing Trade | -21535 | -19704 | -21535 | -73258 | -65271 | -73258 |
Avg Bars in Trades | 70 | 57 | 83 | 70 | 57 | 83 |
Avg Bars in Winners | 125 | 107 | 140 | 125 | 107 | 140 |
Avg Bars in Losers | 34 | 29 | 39 | 34 | 29 | 39 |
Bars Traded | 22217 | 9115 | 13102 | 22217 | 9115 | 13102 |
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 | 411045 | 403113 | -581445 | -451018 | -287870 | -581445 |
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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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