Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271720.725 | 420539.1735 | -148818.4485 | 5895010.6806 | 2423822.7487 | 3471187.9319 |
Total P&L (%) | 271.7207 | 420.5392 | -148.8184 | 5895.0107 | 2423.8227 | 3471.1879 |
Avg Daily Profit (%) | 0.1087 | 0.1682 | -0.0595 | 0.1638 | 0.1292 | 0.1431 |
Buy And Hold Return (%) | 829.1959 | 829.1959 | 829.1959 | 829.1959 | 829.1959 | 829.1959 |
Max Trade Drawdown | -248984 | -49527 | -264708 | -2375080 | -987273 | -1632888 |
Profit Factor | 1.381 | 2.9798 | 0.7028 | 2.1583 | 1.8494 | 2.5527 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 50 | 26 | 24 | 48 | 25 | 23 |
Losing Trades | 40 | 19 | 21 | 42 | 20 | 22 |
Profitability (%) | 55.5556 | 57.7778 | 53.3333 | 53.3333 | 55.5556 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.1048 | 2.1776 | 0.615 | 1.8885 | 1.4795 | 2.4417 |
Largest Winning Trade | 71239 | 71239 | 33658 | 3051284 | 2334589 | 3051284 |
Largest Losing Trade | -225652 | -49527 | -225652 | -632102 | -576178 | -632102 |
Avg Bars in Trades | 80 | 83 | 77 | 80 | 83 | 77 |
Avg Bars in Winners | 79 | 81 | 77 | 71 | 75 | 68 |
Avg Bars in Losers | 82 | 87 | 76 | 90 | 94 | 86 |
Bars Traded | 7257 | 3777 | 3480 | 7257 | 3777 | 3480 |
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 | -212166 | -151663 | -580279 | 450238 | -20140 | 50681 |
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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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