Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2457321.3728 | 2433921.2255 | 23400.1473 | 348754.3322 | 388045.3917 | -39291.0595 |
Total P&L (%) | 2457.3214 | 2433.9212 | 23.4001 | 348.7543 | 388.0454 | -39.2911 |
Avg Daily Profit (%) | 1.3765 | 1.3634 | 0.0131 | 0.0841 | 0.0888 | -0.028 |
Buy And Hold Return (%) | 440.7423 | 440.7423 | 440.7423 | 440.7423 | 440.7423 | 440.7423 |
Max Trade Drawdown | -204734 | -112822 | -180989 | -1147149 | -873443 | -829902 |
Profit Factor | 3.5906 | 6.0005 | 1.0507 | 1.0662 | 1.1308 | 0.9829 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 97 | 42 | 55 | 97 | 42 | 55 |
Losing Trades | 113 | 63 | 50 | 113 | 63 | 50 |
Profitability (%) | 46.1905 | 40 | 52.381 | 46.1905 | 40 | 52.381 |
Ratio Avg Win / Avg Loss | 4.1828 | 9.0008 | 0.9552 | 1.242 | 1.6961 | 0.8936 |
Largest Winning Trade | 1447609 | 1447609 | 54516 | 1130613 | 1130613 | 292482 |
Largest Losing Trade | -74143 | -37023 | -74143 | -343257 | -317871 | -343257 |
Avg Bars in Trades | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Winners | 49 | 46 | 52 | 49 | 46 | 52 |
Avg Bars in Losers | 19 | 17 | 21 | 19 | 17 | 21 |
Bars Traded | 7000 | 3053 | 3948 | 7000 | 3053 | 3948 |
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 | 687448 | 623250 | -507532 | -394550 | -319609 | -580743 |
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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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