Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1455151.2739 | 1490841.2735 | -35689.9996 | 266648.6865 | 297159.9307 | -30511.2442 |
Total P&L (%) | 1455.1513 | 1490.8413 | -35.69 | 266.6487 | 297.1599 | -30.5112 |
Avg Daily Profit (%) | 0.6156 | 0.6307 | -0.0151 | 0.055 | 0.0584 | -0.0154 |
Buy And Hold Return (%) | 409.0465 | 409.0465 | 409.0465 | 409.0465 | 409.0465 | 409.0465 |
Max Trade Drawdown | -104549 | -159816 | -120028 | -1154724 | -1280399 | -376591 |
Profit Factor | 2.4692 | 3.8254 | 0.9229 | 1.0545 | 1.1052 | 0.9853 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Losing Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Profitability (%) | 44.1667 | 45 | 43.3333 | 44.1667 | 45 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.1214 | 4.6755 | 1.2068 | 1.333 | 1.3508 | 1.2884 |
Largest Winning Trade | 1360015 | 1360015 | 55172 | 1358169 | 1358169 | 264257 |
Largest Losing Trade | -27587 | -27587 | -18442 | -333187 | -333187 | -218044 |
Avg Bars in Trades | 38 | 31 | 44 | 38 | 31 | 44 |
Avg Bars in Winners | 54 | 44 | 65 | 54 | 44 | 65 |
Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
Bars Traded | 9156 | 3805 | 5351 | 9156 | 3805 | 5351 |
Profit Streak | 0 | 0 | 14.7591 | 0 | 0 | 14.7591 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456023 | 501650 | -581350 | -446888 | -387753 | -581350 |
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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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