Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666293.6549 | 610943.7432 | 55349.9117 | 259439.5713 | 326176.4699 | -66736.8986 |
Total P&L (%) | 666.2937 | 610.9437 | 55.3499 | 259.4396 | 326.1765 | -66.7369 |
Avg Daily Profit (%) | 0.354 | 0.3246 | 0.0294 | 0.068 | 0.077 | -0.0585 |
Buy And Hold Return (%) | 33.4312 | 33.4312 | 33.4312 | 33.4312 | 33.4312 | 33.4312 |
Max Trade Drawdown | -204204 | -141369 | -138016 | -478187 | -292241 | -250760 |
Profit Factor | 1.889 | 2.5404 | 1.1569 | 1.1773 | 1.4052 | 0.8986 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 48.8722 | 42.4242 | 55.2239 | 48.8722 | 42.4242 | 55.2239 |
Ratio Avg Win / Avg Loss | 1.9762 | 3.4477 | 0.938 | 1.2316 | 1.907 | 0.7286 |
Largest Winning Trade | 372722 | 372722 | 37845 | 379858 | 379858 | 80471 |
Largest Losing Trade | -40136 | -40136 | -39110 | -182525 | -121955 | -182525 |
Avg Bars in Trades | 53 | 54 | 52 | 53 | 54 | 52 |
Avg Bars in Winners | 64 | 65 | 63 | 64 | 65 | 63 |
Avg Bars in Losers | 42 | 45 | 39 | 42 | 45 | 39 |
Bars Traded | 7072 | 3571 | 3501 | 7072 | 3571 | 3501 |
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 | 462734 | -113458 | -328431 | -127724 | -215642 | -696781 |
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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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