Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1469516.2054 | 1552851.262 | -83335.0566 | 33290.3975 | -479016.2865 | 512306.684 |
Total P&L (%) | 1469.5162 | 1552.8513 | -83.3351 | 33.2904 | -479.0163 | 512.3067 |
Avg Daily Profit (%) | 0.8168 | 0.8631 | -0.0463 | 0.016 | 0 | 0.1008 |
Buy And Hold Return (%) | 272.8205 | 272.8205 | 272.8205 | 272.8205 | 272.8205 | 272.8205 |
Max Trade Drawdown | -184452 | -207988 | -177183 | -1937016 | -2215602 | -475319 |
Profit Factor | 2.3284 | 3.7403 | 0.8455 | 1.0065 | 0.8426 | 1.2433 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 150 | 77 | 73 | 150 | 77 | 73 |
Profitability (%) | 38.7755 | 36.8852 | 40.6504 | 38.7755 | 36.8852 | 40.6504 |
Ratio Avg Win / Avg Loss | 3.6764 | 6.4 | 1.2345 | 1.5892 | 1.4418 | 1.8153 |
Largest Winning Trade | 1398443 | 1398443 | 61474 | 753599 | 753599 | 557763 |
Largest Losing Trade | -40436 | -34511 | -40436 | -377922 | -377922 | -241820 |
Avg Bars in Trades | 87 | 82 | 91 | 87 | 82 | 91 |
Avg Bars in Winners | 153 | 149 | 157 | 153 | 149 | 157 |
Avg Bars in Losers | 44 | 43 | 46 | 44 | 43 | 46 |
Bars Traded | 21317 | 10034 | 11283 | 21317 | 10034 | 11283 |
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 | 484402 | 500019 | -582974 | -552673 | -584441 | -68745 |
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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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