Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663241.2741 | 680096.7444 | -16855.4702 | 183968.0668 | 403257.6927 | -219289.6259 |
Total P&L (%) | 663.2413 | 680.0967 | -16.8555 | 183.9681 | 403.2577 | -219.2896 |
Avg Daily Profit (%) | 0.3184 | 0.3264 | -0.0081 | 0.0501 | 0.0776 | 0 |
Buy And Hold Return (%) | 194.1968 | 194.1968 | 194.1968 | 194.1968 | 194.1968 | 194.1968 |
Max Trade Drawdown | -162387 | -56797 | -176344 | -607566 | -225511 | -498866 |
Profit Factor | 1.8415 | 3.8978 | 0.9695 | 1.0805 | 1.5675 | 0.8607 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 45.5224 | 43.2836 | 47.7612 | 45.5224 | 43.2836 | 47.7612 |
Ratio Avg Win / Avg Loss | 2.2038 | 5.1074 | 1.0604 | 1.2931 | 2.054 | 0.9413 |
Largest Winning Trade | 347687 | 347687 | 60844 | 227417 | 227417 | 139255 |
Largest Losing Trade | -55843 | -20436 | -55843 | -391749 | -80314 | -391749 |
Avg Bars in Trades | 182 | 91 | 272 | 182 | 91 | 272 |
Avg Bars in Winners | 255 | 112 | 385 | 255 | 112 | 385 |
Avg Bars in Losers | 120 | 75 | 170 | 120 | 75 | 170 |
Bars Traded | 24407 | 6126 | 18281 | 24407 | 6126 | 18281 |
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 | 302954 | -106129 | -696940 | -425098 | -212465 | -698606 |
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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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