Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737226.4307 | 715620.603 | 21605.8277 | 206093.385 | 169790.7914 | 36302.5936 |
Total P&L (%) | 737.2264 | 715.6206 | 21.6058 | 206.0934 | 169.7908 | 36.3026 |
Avg Daily Profit (%) | 0.3998 | 0.3881 | 0.0117 | 0.0607 | 0.0538 | 0.0168 |
Buy And Hold Return (%) | 96.9134 | 96.9134 | 96.9134 | 96.9134 | 96.9134 | 96.9134 |
Max Trade Drawdown | -120397 | -118989 | -97194 | -709218 | -595031 | -330211 |
Profit Factor | 2.1658 | 3.0623 | 1.0757 | 1.0937 | 1.1298 | 1.0407 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 47.5806 | 43.5484 | 51.6129 | 47.5806 | 43.5484 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.3861 | 3.9697 | 1.0085 | 1.2049 | 1.4646 | 0.9757 |
Largest Winning Trade | 696861 | 696861 | 46022 | 608930 | 608930 | 182733 |
Largest Losing Trade | -31798 | -30198 | -31798 | -246769 | -246769 | -110094 |
Avg Bars in Trades | 28 | 25 | 30 | 28 | 25 | 30 |
Avg Bars in Winners | 36 | 32 | 38 | 36 | 32 | 38 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 3517 | 1610 | 1907 | 3517 | 1610 | 1907 |
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 | 487132 | -141193 | -634177 | -235714 | -363977 | -667554 |
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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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