Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1517736.5523 | 1518347.8703 | -611.3179 | -18510.2521 | 103656.3826 | -122166.6347 |
Total P&L (%) | 1517.7366 | 1518.3479 | -0.6113 | -18.5103 | 103.6564 | -122.1666 |
Avg Daily Profit (%) | 0.8444 | 0.8447 | -0.0003 | -0.0114 | 0.0396 | 0 |
Buy And Hold Return (%) | 73.384 | 73.384 | 73.384 | 73.384 | 73.384 | 73.384 |
Max Trade Drawdown | -156182 | -167220 | -118570 | -902594 | -832218 | -636647 |
Profit Factor | 2.7396 | 4.5369 | 0.9986 | 0.9939 | 1.0666 | 0.918 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 52.9412 | 50 | 55.8824 | 52.9412 | 50 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.4352 | 4.5369 | 0.7884 | 0.8835 | 1.0666 | 0.7248 |
Largest Winning Trade | 1475563 | 1475563 | 54108 | 685261 | 685261 | 229704 |
Largest Losing Trade | -79573 | -33880 | -79573 | -621764 | -281613 | -621764 |
Avg Bars in Trades | 24 | 29 | 20 | 24 | 29 | 20 |
Avg Bars in Winners | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Losers | 21 | 29 | 12 | 21 | 29 | 12 |
Bars Traded | 3397 | 2035 | 1362 | 3397 | 2035 | 1362 |
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 | 700240 | -88242 | -688918 | -579758 | -433608 | -688918 |
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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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