Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507585.6297 | 634151.4495 | -126565.8197 | -74896.7302 | 58964.261 | -133860.9911 |
Total P&L (%) | 507.5856 | 634.1514 | -126.5658 | -74.8967 | 58.9643 | -133.861 |
Avg Daily Profit (%) | 0.2742 | 0.3426 | -0.0684 | -0.0746 | 0.025 | 0 |
Buy And Hold Return (%) | 65.5142 | 65.5142 | 65.5142 | 65.5142 | 65.5142 | 65.5142 |
Max Trade Drawdown | -265687 | -202088 | -115709 | -1139596 | -887906 | -254616 |
Profit Factor | 1.6031 | 2.1156 | 0.5368 | 0.9527 | 1.0493 | 0.6529 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 40.458 | 38.4615 | 42.4242 | 40.458 | 38.4615 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.3592 | 3.3849 | 0.7285 | 1.402 | 1.6789 | 0.8861 |
Largest Winning Trade | 655007 | 655007 | 17424 | 563135 | 563135 | 125473 |
Largest Losing Trade | -41649 | -41649 | -23806 | -482785 | -482785 | -90670 |
Avg Bars in Trades | 27 | 48 | 6 | 27 | 48 | 6 |
Avg Bars in Winners | 37 | 71 | 7 | 37 | 71 | 7 |
Avg Bars in Losers | 20 | 33 | 6 | 20 | 33 | 6 |
Bars Traded | 3587 | 3145 | 442 | 3587 | 3145 | 442 |
Profit Streak | 0 | 157.7888 | 0 | 0 | 157.7888 | 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 | 310338 | -121812 | -707904 | -582197 | -625491 | -707904 |
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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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