Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502728.9237 | 553480.8365 | -50751.9128 | -51461.3488 | -73260.4014 | 21799.0526 |
Total P&L (%) | 502.7289 | 553.4808 | -50.7519 | -51.4613 | -73.2604 | 21.7991 |
Avg Daily Profit (%) | 0.2591 | 0.2853 | -0.0262 | -0.0372 | -0.068 | 0.0102 |
Buy And Hold Return (%) | 14.1763 | 14.1763 | 14.1763 | 14.1763 | 14.1763 | 14.1763 |
Max Trade Drawdown | -192382 | -112076 | -144271 | -187746 | -176987 | -79184 |
Profit Factor | 1.5541 | 2.1514 | 0.881 | 0.9368 | 0.8452 | 1.0639 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 42.5676 | 37.8378 | 47.2973 | 42.5676 | 37.8378 | 47.2973 |
Ratio Avg Win / Avg Loss | 2.0969 | 3.5345 | 0.9817 | 1.264 | 1.3886 | 1.1855 |
Largest Winning Trade | 442870 | 442870 | 50505 | 92174 | 92174 | 48621 |
Largest Losing Trade | -53984 | -53984 | -40875 | -46147 | -46147 | -42434 |
Avg Bars in Trades | 77 | 87 | 67 | 77 | 87 | 67 |
Avg Bars in Winners | 101 | 111 | 94 | 101 | 111 | 94 |
Avg Bars in Losers | 59 | 73 | 42 | 59 | 73 | 42 |
Bars Traded | 11448 | 6489 | 4959 | 11448 | 6489 | 4959 |
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 | 316513 | -56329 | -646287 | -581610 | -648299 | -405004 |
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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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