Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663629.6978 | 651916.7813 | 11712.9165 | 360644.2807 | 165834.2836 | 194809.997 |
Total P&L (%) | 663.6297 | 651.9168 | 11.7129 | 360.6443 | 165.8343 | 194.81 |
Avg Daily Profit (%) | 0.3536 | 0.3473 | 0.0062 | 0.0814 | 0.0521 | 0.0576 |
Buy And Hold Return (%) | 260.5416 | 260.5416 | 260.5416 | 260.5416 | 260.5416 | 260.5416 |
Max Trade Drawdown | -141653 | -92224 | -154278 | -171502 | -206144 | -118516 |
Profit Factor | 2.0297 | 3.3713 | 1.0317 | 1.2892 | 1.2594 | 1.3204 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 47.8632 | 40.678 | 55.1724 | 47.8632 | 40.678 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.2109 | 4.9165 | 0.8383 | 1.4043 | 1.8366 | 1.0729 |
Largest Winning Trade | 370014 | 370014 | 61305 | 207522 | 207522 | 135500 |
Largest Losing Trade | -66248 | -26335 | -66248 | -82586 | -67211 | -82586 |
Avg Bars in Trades | 46 | 37 | 56 | 46 | 37 | 56 |
Avg Bars in Winners | 68 | 59 | 76 | 68 | 59 | 76 |
Avg Bars in Losers | 26 | 22 | 31 | 26 | 22 | 31 |
Bars Traded | 5455 | 2201 | 3254 | 5455 | 2201 | 3254 |
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 | 330255 | -168393 | -716980 | -131006 | -468751 | -460937 |
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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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