Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447501.8933 | 400550.834 | 46951.0593 | 430110.1208 | 412995.9387 | 17114.1822 |
Total P&L (%) | 447.5019 | 400.5508 | 46.9511 | 430.1101 | 412.9959 | 17.1142 |
Avg Daily Profit (%) | 0.2336 | 0.2091 | 0.0245 | 0.0871 | 0.0854 | 0.0082 |
Buy And Hold Return (%) | 52.0192 | 52.0192 | 52.0192 | 52.0192 | 52.0192 | 52.0192 |
Max Trade Drawdown | -81887 | -94874 | -102635 | -641366 | -393274 | -248091 |
Profit Factor | 1.6791 | 2.2873 | 1.135 | 1.2052 | 1.3853 | 1.0167 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Losing Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Profitability (%) | 50 | 54.1667 | 45.8333 | 50 | 54.1667 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.6791 | 1.9354 | 1.3413 | 1.2052 | 1.1722 | 1.2016 |
Largest Winning Trade | 166017 | 166017 | 62258 | 245337 | 245337 | 244748 |
Largest Losing Trade | -37587 | -28899 | -37587 | -263900 | -263900 | -114321 |
Avg Bars in Trades | 75 | 71 | 79 | 75 | 71 | 79 |
Avg Bars in Winners | 106 | 93 | 122 | 106 | 93 | 122 |
Avg Bars in Losers | 44 | 46 | 42 | 44 | 46 | 42 |
Bars Traded | 10889 | 5169 | 5720 | 10889 | 5169 | 5720 |
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 | 412921 | -66587 | -479039 | -76790 | -156997 | -630819 |
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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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