Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567994.0125 | 559219.6043 | 8774.4081 | 245416.0532 | 1310722.9501 | -1065306.897 |
Total P&L (%) | 567.994 | 559.2196 | 8.7744 | 245.4161 | 1310.723 | -1065.3069 |
Avg Daily Profit (%) | 0.3118 | 0.307 | 0.0048 | 0.0681 | 0.1454 | 0 |
Buy And Hold Return (%) | 120.6689 | 120.6689 | 120.6689 | 120.6689 | 120.6689 | 120.6689 |
Max Trade Drawdown | -100798 | -73620 | -81492 | -1062473 | -648214 | -1121809 |
Profit Factor | 2.0394 | 3.2467 | 1.0295 | 1.0665 | 1.9004 | 0.5228 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 48.75 | 45 | 52.5 | 48.75 | 45 | 52.5 |
Ratio Avg Win / Avg Loss | 2.144 | 3.9682 | 0.9314 | 1.1212 | 2.3227 | 0.4731 |
Largest Winning Trade | 261129 | 261129 | 59772 | 686761 | 686761 | 256522 |
Largest Losing Trade | -60739 | -31426 | -60739 | -580415 | -355724 | -580415 |
Avg Bars in Trades | 43 | 39 | 46 | 43 | 39 | 46 |
Avg Bars in Winners | 57 | 48 | 65 | 57 | 48 | 65 |
Avg Bars in Losers | 29 | 31 | 26 | 29 | 31 | 26 |
Bars Traded | 3444 | 1577 | 1867 | 3444 | 1577 | 1867 |
Profit Streak | 0 | 115.2429 | 0 | 0 | 115.2429 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12987 | 465711 | -541565 | -280302 | 163147 | -580425 |
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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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