Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574438.7379 | 532642.1282 | 41796.6098 | 360013.8855 | 343764.6061 | 16249.2794 |
Total P&L (%) | 574.4387 | 532.6421 | 41.7966 | 360.0139 | 343.7646 | 16.2493 |
Avg Daily Profit (%) | 0.2758 | 0.2558 | 0.0201 | 0.0733 | 0.0716 | 0.0072 |
Buy And Hold Return (%) | 116.5599 | 116.5599 | 116.5599 | 116.5599 | 116.5599 | 116.5599 |
Max Trade Drawdown | -117923 | -93282 | -49373 | -694380 | -525215 | -193929 |
Profit Factor | 2.0247 | 2.2617 | 1.302 | 1.1463 | 1.1802 | 1.0294 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 46.4789 | 45.0704 | 47.8873 | 46.4789 | 45.0704 | 47.8873 |
Ratio Avg Win / Avg Loss | 2.3315 | 2.7564 | 1.4169 | 1.32 | 1.4383 | 1.1202 |
Largest Winning Trade | 375911 | 375911 | 33629 | 652972 | 652972 | 68363 |
Largest Losing Trade | -38875 | -38875 | -22357 | -220861 | -220861 | -147821 |
Avg Bars in Trades | 172 | 325 | 19 | 172 | 325 | 19 |
Avg Bars in Winners | 224 | 438 | 23 | 224 | 438 | 23 |
Avg Bars in Losers | 127 | 232 | 16 | 127 | 232 | 16 |
Bars Traded | 24518 | 23107 | 1411 | 24518 | 23107 | 1411 |
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 | 365160 | -77771 | -419230 | -158709 | -211757 | -624649 |
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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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