Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313651.5176 | 206922.4828 | 106729.0349 | 935345.7247 | 1000025.7607 | -64680.0359 |
Total P&L (%) | 313.6515 | 206.9225 | 106.729 | 935.3457 | 1000.0258 | -64.68 |
Avg Daily Profit (%) | 0.6022 | 0.3973 | 0.2049 | 0.4498 | 0.4615 | -0.1996 |
Buy And Hold Return (%) | 32.4166 | 32.4166 | 32.4166 | 32.4166 | 32.4166 | 32.4166 |
Max Trade Drawdown | -66264 | -29312 | -56113 | -971542 | -305112 | -926231 |
Profit Factor | 1.6944 | 2.0388 | 1.4227 | 1.2524 | 1.7235 | 0.9722 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Losing Trades | 147 | 76 | 71 | 147 | 76 | 71 |
Profitability (%) | 48.0565 | 46.0993 | 50 | 48.0565 | 46.0993 | 50 |
Ratio Avg Win / Avg Loss | 1.8314 | 2.3839 | 1.4227 | 1.3537 | 2.0152 | 0.9722 |
Largest Winning Trade | 60949 | 60949 | 36363 | 560867 | 560867 | 412498 |
Largest Losing Trade | -20553 | -11639 | -20553 | -304316 | -134506 | -304316 |
Avg Bars in Trades | 87 | 78 | 95 | 87 | 78 | 95 |
Avg Bars in Winners | 127 | 116 | 138 | 127 | 116 | 138 |
Avg Bars in Losers | 49 | 45 | 53 | 49 | 45 | 53 |
Bars Traded | 24655 | 11033 | 13622 | 24655 | 11033 | 13622 |
Profit Streak | 0 | 16.462 | 0 | 0 | 16.462 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519297 | 431509 | 176352 | 364359 | 459151 | -581524 |
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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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