Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670856.5451 | 723714.9439 | -52858.3988 | -62257.8923 | 119722.9368 | -181980.8291 |
Total P&L (%) | 670.8565 | 723.7149 | -52.8584 | -62.2579 | 119.7229 | -181.9808 |
Avg Daily Profit (%) | 0.3579 | 0.3861 | -0.0282 | -0.052 | 0.042 | 0 |
Buy And Hold Return (%) | 23.2546 | 23.2546 | 23.2546 | 23.2546 | 23.2546 | 23.2546 |
Max Trade Drawdown | -489885 | -254442 | -235442 | -989810 | -617501 | -375358 |
Profit Factor | 1.6693 | 2.3439 | 0.886 | 0.9493 | 1.1544 | 0.5988 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 47.3684 | 43.4211 | 51.3158 | 47.3684 | 43.4211 | 51.3158 |
Ratio Avg Win / Avg Loss | 1.8548 | 3.0542 | 0.8406 | 1.0548 | 1.5042 | 0.5681 |
Largest Winning Trade | 546296 | 546296 | 41169 | 560156 | 560156 | 92290 |
Largest Losing Trade | -61594 | -49381 | -61594 | -368615 | -368615 | -124856 |
Avg Bars in Trades | 45 | 44 | 46 | 45 | 44 | 46 |
Avg Bars in Winners | 58 | 60 | 56 | 58 | 60 | 56 |
Avg Bars in Losers | 34 | 32 | 35 | 34 | 32 | 35 |
Bars Traded | 6922 | 3400 | 3522 | 6922 | 3400 | 3522 |
Profit Streak | 0 | 0 | 130.0307 | 0 | 0 | 130.0307 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443622 | -37924 | -628681 | -579338 | -239661 | -628681 |
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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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