Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476745.6251 | 414420.5944 | 62325.0307 | 652726.7524 | 1230630.5448 | -577903.7925 |
Total P&L (%) | 476.7456 | 414.4206 | 62.325 | 652.7268 | 1230.6305 | -577.9038 |
Avg Daily Profit (%) | 0.2601 | 0.2261 | 0.034 | 0.1102 | 0.1413 | 0 |
Buy And Hold Return (%) | 103.3708 | 103.3708 | 103.3708 | 103.3708 | 103.3708 | 103.3708 |
Max Trade Drawdown | -116136 | -51119 | -118005 | -958244 | -341158 | -986752 |
Profit Factor | 1.4621 | 1.9854 | 1.102 | 1.1215 | 1.5671 | 0.8196 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Losing Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Profitability (%) | 55.6452 | 55.6452 | 55.6452 | 55.6452 | 55.6452 | 55.6452 |
Ratio Avg Win / Avg Loss | 1.1654 | 1.5826 | 0.8784 | 0.8939 | 1.2491 | 0.6533 |
Largest Winning Trade | 56953 | 56953 | 40177 | 210637 | 208644 | 210637 |
Largest Losing Trade | -53723 | -37399 | -53723 | -335919 | -316411 | -335919 |
Avg Bars in Trades | 87 | 78 | 95 | 87 | 78 | 95 |
Avg Bars in Winners | 92 | 85 | 99 | 92 | 85 | 99 |
Avg Bars in Losers | 80 | 69 | 91 | 80 | 69 | 91 |
Bars Traded | 21631 | 9745 | 11886 | 21631 | 9745 | 11886 |
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 | 344168 | 356712 | -422753 | -132489 | -1772 | -580271 |
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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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