Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655379.2746 | 624043.5595 | 31335.7151 | 698273.5906 | 914722.3867 | -216448.7962 |
Total P&L (%) | 655.3793 | 624.0436 | 31.3357 | 698.2736 | 914.7224 | -216.4488 |
Avg Daily Profit (%) | 0.3542 | 0.3373 | 0.0169 | 0.1123 | 0.1253 | 0 |
Buy And Hold Return (%) | 87.6579 | 87.6579 | 87.6579 | 87.6579 | 87.6579 | 87.6579 |
Max Trade Drawdown | -124782 | -99859 | -122268 | -624005 | -306349 | -412351 |
Profit Factor | 1.9998 | 3.3253 | 1.0809 | 1.3115 | 1.9987 | 0.8368 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 46.3768 | 47.8261 | 44.9275 | 46.3768 | 47.8261 | 44.9275 |
Ratio Avg Win / Avg Loss | 2.3123 | 3.6276 | 1.325 | 1.5164 | 2.1804 | 1.0257 |
Largest Winning Trade | 409734 | 409734 | 65479 | 423807 | 423807 | 178949 |
Largest Losing Trade | -49007 | -40517 | -49007 | -175935 | -175935 | -140776 |
Avg Bars in Trades | 77 | 75 | 78 | 77 | 75 | 78 |
Avg Bars in Winners | 109 | 95 | 124 | 109 | 95 | 124 |
Avg Bars in Losers | 49 | 57 | 41 | 49 | 57 | 41 |
Bars Traded | 10656 | 5222 | 5434 | 10656 | 5222 | 5434 |
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 | 436039 | -87234 | -571421 | -42384 | -124300 | -683042 |
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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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