Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722731.7928 | 681544.4901 | 41187.3028 | 839607.5742 | 1118025.8666 | -278418.2924 |
Total P&L (%) | 722.7318 | 681.5445 | 41.1873 | 839.6076 | 1118.0259 | -278.4183 |
Avg Daily Profit (%) | 0.3982 | 0.3755 | 0.0227 | 0.1235 | 0.1378 | 0 |
Buy And Hold Return (%) | 217.0284 | 217.0284 | 217.0284 | 217.0284 | 217.0284 | 217.0284 |
Max Trade Drawdown | -121935 | -81719 | -99869 | -1034201 | -539857 | -667660 |
Profit Factor | 1.8201 | 2.6237 | 1.0892 | 1.1502 | 1.4486 | 0.9102 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 53.9007 | 47.8873 | 60 | 53.9007 | 47.8873 | 60 |
Ratio Avg Win / Avg Loss | 1.5566 | 2.8552 | 0.7262 | 0.9837 | 1.5764 | 0.6068 |
Largest Winning Trade | 296021 | 296021 | 73596 | 677228 | 677228 | 335215 |
Largest Losing Trade | -51046 | -45795 | -51046 | -493404 | -259784 | -493404 |
Avg Bars in Trades | 75 | 67 | 84 | 75 | 67 | 84 |
Avg Bars in Winners | 91 | 85 | 95 | 91 | 85 | 95 |
Avg Bars in Losers | 58 | 50 | 68 | 58 | 50 | 68 |
Bars Traded | 10696 | 4776 | 5920 | 10696 | 4776 | 5920 |
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 | 404845 | -76224 | -545246 | -86214 | -95548 | -673662 |
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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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