Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769997.6259 | 680708.0638 | 89289.5621 | 862822.4659 | 980453.2661 | -117630.8002 |
Total P&L (%) | 769.9976 | 680.7081 | 89.2896 | 862.8225 | 980.4533 | -117.6308 |
Avg Daily Profit (%) | 0.3063 | 0.2708 | 0.0355 | 0.0901 | 0.0947 | 0 |
Buy And Hold Return (%) | 310.8837 | 310.8837 | 310.8837 | 310.8837 | 310.8837 | 310.8837 |
Max Trade Drawdown | -117149 | -61716 | -147827 | -464009 | -267443 | -571492 |
Profit Factor | 2.3369 | 3.8974 | 1.2618 | 1.6022 | 2.5593 | 0.8537 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 55.2632 | 52.6316 | 57.8947 | 55.2632 | 52.6316 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.8918 | 3.5076 | 0.9177 | 1.297 | 2.3033 | 0.6209 |
Largest Winning Trade | 426538 | 426538 | 43105 | 479911 | 479911 | 113745 |
Largest Losing Trade | -77671 | -32272 | -77671 | -256728 | -227900 | -256728 |
Avg Bars in Trades | 62 | 76 | 48 | 62 | 76 | 48 |
Avg Bars in Winners | 64 | 64 | 65 | 64 | 64 | 65 |
Avg Bars in Losers | 60 | 90 | 26 | 60 | 90 | 26 |
Bars Traded | 7162 | 4371 | 2791 | 7162 | 4371 | 2791 |
Profit Streak | 0 | 0 | 220.5089 | 0 | 0 | 220.5089 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384185 | -169709 | -490663 | -72612 | -243897 | -758403 |
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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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