Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505496.9281 | 484334.5347 | 21162.3934 | 164549.776 | -2683.2255 | 167233.0015 |
Total P&L (%) | 505.4969 | 484.3345 | 21.1624 | 164.5498 | -2.6832 | 167.233 |
Avg Daily Profit (%) | 0.2713 | 0.26 | 0.0114 | 0.0522 | -0.0015 | 0.0528 |
Buy And Hold Return (%) | 32.2181 | 32.2181 | 32.2181 | 32.2181 | 32.2181 | 32.2181 |
Max Trade Drawdown | -103778 | -103256 | -120966 | -595365 | -527779 | -225458 |
Profit Factor | 1.6081 | 2.1766 | 1.0504 | 1.0612 | 0.9981 | 1.1292 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 41.2162 | 36.4865 | 45.9459 | 41.2162 | 36.4865 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.2935 | 3.7889 | 1.2358 | 1.5135 | 1.7374 | 1.3284 |
Largest Winning Trade | 282995 | 282995 | 45860 | 251682 | 209770 | 251682 |
Largest Losing Trade | -29509 | -24279 | -29509 | -188338 | -188338 | -114408 |
Avg Bars in Trades | 49 | 47 | 51 | 49 | 47 | 51 |
Avg Bars in Winners | 74 | 72 | 75 | 74 | 72 | 75 |
Avg Bars in Losers | 31 | 32 | 31 | 31 | 32 | 31 |
Bars Traded | 7309 | 3481 | 3827 | 7309 | 3481 | 3827 |
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 | 312012 | -57438 | -574527 | -279590 | -647713 | -268137 |
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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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