Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 695404.0488 | 724058.8027 | -28654.7539 | -21406.1352 | 7122.3591 | -28528.4943 |
Total P&L (%) | 695.404 | 724.0588 | -28.6548 | -21.4061 | 7.1224 | -28.5285 |
Avg Daily Profit (%) | 0.3724 | 0.3878 | -0.0153 | -0.0129 | 0.0037 | -0.018 |
Buy And Hold Return (%) | 38.1634 | 38.1634 | 38.1634 | 38.1634 | 38.1634 | 38.1634 |
Max Trade Drawdown | -194306 | -187124 | -21778 | -996832 | -969091 | -94072 |
Profit Factor | 2.2272 | 2.5014 | 0.6605 | 0.9889 | 1.0042 | 0.8791 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 41.844 | 42.8571 | 40.8451 | 41.844 | 42.8571 | 40.8451 |
Ratio Avg Win / Avg Loss | 3.0954 | 3.3353 | 0.9567 | 1.3744 | 1.3389 | 1.2732 |
Largest Winning Trade | 725389 | 725389 | 18237 | 650227 | 650227 | 101629 |
Largest Losing Trade | -56723 | -56723 | -16920 | -344905 | -344905 | -55461 |
Avg Bars in Trades | 158 | 315 | 3 | 158 | 315 | 3 |
Avg Bars in Winners | 167 | 325 | 3 | 167 | 325 | 3 |
Avg Bars in Losers | 151 | 307 | 3 | 151 | 307 | 3 |
Bars Traded | 22310 | 22055 | 255 | 22310 | 22055 | 255 |
Profit Streak | 0 | 170.2256 | 0 | 0 | 170.2256 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394253 | -81857 | -671018 | -581909 | -665844 | -669351 |
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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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