Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561802.6493 | 513320.0902 | 48482.5591 | 119562.0246 | 195679.0641 | -76117.0395 |
Total P&L (%) | 561.8026 | 513.3201 | 48.4826 | 119.562 | 195.6791 | -76.117 |
Avg Daily Profit (%) | 0.2933 | 0.2679 | 0.0253 | 0.0411 | 0.0566 | -0.0747 |
Buy And Hold Return (%) | 16.3057 | 16.3057 | 16.3057 | 16.3057 | 16.3057 | 16.3057 |
Max Trade Drawdown | -175273 | -176478 | -57517 | -1304934 | -1066211 | -394788 |
Profit Factor | 1.6814 | 1.8604 | 1.2128 | 1.0378 | 1.0868 | 0.9159 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 45.8015 | 40 | 51.5152 | 45.8015 | 40 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.9896 | 2.7905 | 1.1414 | 1.2281 | 1.6302 | 0.862 |
Largest Winning Trade | 326376 | 326376 | 22344 | 722003 | 722003 | 141288 |
Largest Losing Trade | -41215 | -41215 | -28947 | -274110 | -271391 | -274110 |
Avg Bars in Trades | 56 | 103 | 10 | 56 | 103 | 10 |
Avg Bars in Winners | 65 | 135 | 12 | 65 | 135 | 12 |
Avg Bars in Losers | 49 | 82 | 8 | 49 | 82 | 8 |
Bars Traded | 7420 | 6738 | 682 | 7420 | 6738 | 682 |
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 | 386445 | -123697 | -286353 | -318254 | -377140 | -704484 |
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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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