Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748510.751 | 682852.2501 | 65658.5009 | 612622.6164 | 507596.075 | 105026.5413 |
Total P&L (%) | 748.5108 | 682.8523 | 65.6585 | 612.6226 | 507.5961 | 105.0265 |
Avg Daily Profit (%) | 0.2977 | 0.2716 | 0.0261 | 0.0781 | 0.0718 | 0.0286 |
Buy And Hold Return (%) | 202.76 | 202.76 | 202.76 | 202.76 | 202.76 | 202.76 |
Max Trade Drawdown | -117895 | -94490 | -108282 | -289628 | -225582 | -288423 |
Profit Factor | 2.1462 | 2.9404 | 1.218 | 1.4681 | 1.6445 | 1.2015 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 60.5263 | 57.8947 | 63.1579 | 60.5263 | 57.8947 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.3997 | 2.1385 | 0.7105 | 0.9574 | 1.196 | 0.7009 |
Largest Winning Trade | 436194 | 436194 | 38312 | 371562 | 371562 | 128468 |
Largest Losing Trade | -68701 | -40392 | -68701 | -234976 | -113557 | -234976 |
Avg Bars in Trades | 63 | 79 | 46 | 63 | 79 | 46 |
Avg Bars in Winners | 68 | 76 | 60 | 68 | 76 | 60 |
Avg Bars in Losers | 54 | 83 | 22 | 54 | 83 | 22 |
Bars Traded | 7182 | 4528 | 2654 | 7182 | 4528 | 2654 |
Profit Streak | 0 | 0 | 391.0534 | 0 | 0 | 391.0534 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396553 | -167551 | -502777 | -90178 | -277241 | -499617 |
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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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