Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1489257.403 | 1423498.383 | 65759.02 | 1409433.546 | -2597861.1684 | 4007294.7144 |
Total P&L (%) | 1489.2574 | 1423.4984 | 65.759 | 1409.4335 | -2597.8612 | 4007.2947 |
Avg Daily Profit (%) | 0.8297 | 0.793 | 0.0366 | 0.1513 | 0 | 0.2072 |
Buy And Hold Return (%) | 276.8318 | 276.8318 | 276.8318 | 276.8318 | 276.8318 | 276.8318 |
Max Trade Drawdown | -95126 | -121316 | -129530 | -4802609 | -5854268 | -2198977 |
Profit Factor | 2.8909 | 5.0454 | 1.1509 | 1.0644 | 0.7791 | 1.3955 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
Losing Trades | 95 | 54 | 41 | 95 | 54 | 41 |
Profitability (%) | 40.625 | 32.5 | 48.75 | 40.625 | 32.5 | 48.75 |
Ratio Avg Win / Avg Loss | 4.2252 | 10.4788 | 1.21 | 1.5556 | 1.6181 | 1.467 |
Largest Winning Trade | 1213116 | 1213116 | 61133 | 1796347 | 1796347 | 1771443 |
Largest Losing Trade | -51491 | -22154 | -51491 | -1303233 | -1053728 | -1303233 |
Avg Bars in Trades | 64 | 51 | 78 | 64 | 51 | 78 |
Avg Bars in Winners | 111 | 102 | 117 | 111 | 102 | 117 |
Avg Bars in Losers | 32 | 26 | 41 | 32 | 26 | 41 |
Bars Traded | 10393 | 4080 | 6313 | 10393 | 4080 | 6313 |
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 | 533645 | -6567 | -384188 | -145055 | -604263 | -11177 |
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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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