Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560439.7061 | 543560.9722 | 16878.7339 | 285598.4801 | 308294.9858 | -22696.5057 |
Total P&L (%) | 560.4397 | 543.561 | 16.8787 | 285.5985 | 308.295 | -22.6965 |
Avg Daily Profit (%) | 0.269 | 0.2609 | 0.0081 | 0.0648 | 0.0676 | -0.0124 |
Buy And Hold Return (%) | 113.8641 | 113.8641 | 113.8641 | 113.8641 | 113.8641 | 113.8641 |
Max Trade Drawdown | -175530 | -114935 | -87538 | -1533689 | -976627 | -877826 |
Profit Factor | 1.8073 | 2.2074 | 1.0692 | 1.0522 | 1.0853 | 0.9878 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 56.4286 | 52.8571 | 60 | 56.4286 | 52.8571 | 60 |
Ratio Avg Win / Avg Loss | 1.3955 | 1.9688 | 0.7128 | 0.8125 | 0.968 | 0.6585 |
Largest Winning Trade | 383288 | 383288 | 32396 | 687626 | 687626 | 363998 |
Largest Losing Trade | -38582 | -38582 | -21925 | -551194 | -551194 | -324350 |
Avg Bars in Trades | 175 | 296 | 54 | 175 | 296 | 54 |
Avg Bars in Winners | 186 | 335 | 55 | 186 | 335 | 55 |
Avg Bars in Losers | 160 | 251 | 52 | 160 | 251 | 52 |
Bars Traded | 24516 | 20734 | 3782 | 24516 | 20734 | 3782 |
Profit Streak | 0 | 0 | 163.3377 | 0 | 0 | 163.3377 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386859 | -82585 | -585400 | -273512 | -328231 | -672279 |
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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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