Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755818.3923 | 750590.1485 | 5228.2438 | 309894.1067 | 1864344.8543 | -1554450.7476 |
Total P&L (%) | 755.8184 | 750.5901 | 5.2282 | 309.8941 | 1864.3449 | -1554.4507 |
Avg Daily Profit (%) | 0.4141 | 0.4113 | 0.0029 | 0.0773 | 0.1633 | 0 |
Buy And Hold Return (%) | 171.6597 | 171.6597 | 171.6597 | 171.6597 | 171.6597 | 171.6597 |
Max Trade Drawdown | -212291 | -139778 | -117737 | -4907387 | -2843111 | -2329602 |
Profit Factor | 1.8339 | 2.7592 | 1.0109 | 1.0344 | 1.4367 | 0.6727 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 105 | 48 | 57 | 105 | 48 | 57 |
Losing Trades | 134 | 72 | 62 | 134 | 72 | 62 |
Profitability (%) | 43.9331 | 40 | 47.8992 | 43.9331 | 40 | 47.8992 |
Ratio Avg Win / Avg Loss | 2.3404 | 4.1388 | 1.0996 | 1.32 | 2.1551 | 0.7317 |
Largest Winning Trade | 445677 | 445677 | 57872 | 2123219 | 2123219 | 249893 |
Largest Losing Trade | -45508 | -45508 | -34296 | -1002638 | -932573 | -1002638 |
Avg Bars in Trades | 45 | 42 | 47 | 45 | 42 | 47 |
Avg Bars in Winners | 66 | 65 | 66 | 66 | 65 | 66 |
Avg Bars in Losers | 28 | 27 | 30 | 28 | 27 | 30 |
Bars Traded | 10760 | 5086 | 5674 | 10760 | 5086 | 5674 |
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 | 373499 | 327366 | -564357 | -281721 | 202687 | -581833 |
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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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