Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671679.5944 | 595916.3834 | 75763.2111 | 803948.6427 | -558492.1831 | 1362440.8258 |
Total P&L (%) | 671.6796 | 595.9164 | 75.7632 | 803.9486 | -558.4922 | 1362.4408 |
Avg Daily Profit (%) | 0.3636 | 0.3226 | 0.041 | 0.1193 | 0 | 0.1453 |
Buy And Hold Return (%) | 53.7928 | 53.7928 | 53.7928 | 53.7928 | 53.7928 | 53.7928 |
Max Trade Drawdown | -110505 | -92168 | -64941 | -2286297 | -2227323 | -1026325 |
Profit Factor | 1.9402 | 2.562 | 1.2276 | 1.0854 | 0.9039 | 1.3774 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 46.4567 | 42.1875 | 50.7937 | 46.4567 | 42.1875 | 50.7937 |
Ratio Avg Win / Avg Loss | 2.2361 | 3.5108 | 1.1892 | 1.2509 | 1.2386 | 1.3343 |
Largest Winning Trade | 299946 | 299946 | 60196 | 1113199 | 1102653 | 1113199 |
Largest Losing Trade | -31285 | -27198 | -31285 | -688221 | -688221 | -448956 |
Avg Bars in Trades | 171 | 161 | 181 | 171 | 161 | 181 |
Avg Bars in Winners | 239 | 228 | 248 | 239 | 228 | 248 |
Avg Bars in Losers | 112 | 112 | 112 | 112 | 112 | 112 |
Bars Traded | 21758 | 10313 | 11445 | 21758 | 10313 | 11445 |
Profit Streak | 0 | 0 | 138.7727 | 0 | 0 | 138.7727 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434880 | -128525 | -322412 | -161053 | -721607 | -143265 |
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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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