Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 983512.6036 | 1069103.8823 | -85591.2787 | -22551.9269 | 218905.0274 | -241456.9543 |
Total P&L (%) | 983.5126 | 1069.1039 | -85.5913 | -22.5519 | 218.905 | -241.457 |
Avg Daily Profit (%) | 0.4329 | 0.4706 | -0.0377 | -0.0112 | 0.0511 | 0 |
Buy And Hold Return (%) | 185.7143 | 185.7143 | 185.7143 | 185.7143 | 185.7143 | 185.7143 |
Max Trade Drawdown | -212711 | -67658 | -239983 | -218410 | -109774 | -342197 |
Profit Factor | 2.1661 | 3.888 | 0.8191 | 0.9813 | 1.4266 | 0.6527 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 40 | 38.3333 | 41.6667 | 40 | 38.3333 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.2492 | 6.2546 | 1.1468 | 1.472 | 2.295 | 0.9138 |
Largest Winning Trade | 936423 | 936423 | 55980 | 163712 | 163712 | 59815 |
Largest Losing Trade | -56499 | -41787 | -56499 | -110301 | -68713 | -110301 |
Avg Bars in Trades | 55 | 49 | 62 | 55 | 49 | 62 |
Avg Bars in Winners | 98 | 86 | 110 | 98 | 86 | 110 |
Avg Bars in Losers | 27 | 26 | 27 | 27 | 26 | 27 |
Bars Traded | 6692 | 2961 | 3731 | 6692 | 2961 | 3731 |
Profit Streak | 0 | 0 | 27.7363 | 0 | 0 | 27.7363 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339930 | -157494 | -751269 | -582681 | -406932 | -752936 |
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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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