Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669018.5502 | 688125.4766 | -19106.9264 | 246774.5316 | 325186.5685 | -78412.0369 |
Total P&L (%) | 669.0186 | 688.1255 | -19.1069 | 246.7745 | 325.1866 | -78.412 |
Avg Daily Profit (%) | 0.3567 | 0.3669 | -0.0102 | 0.0663 | 0.0772 | -0.0817 |
Buy And Hold Return (%) | 310.0014 | 310.0014 | 310.0014 | 310.0014 | 310.0014 | 310.0014 |
Max Trade Drawdown | -103132 | -62186 | -167397 | -333944 | -157404 | -304171 |
Profit Factor | 2.0491 | 3.3919 | 0.9454 | 1.1536 | 1.4333 | 0.9084 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 51.2821 | 48.7179 | 53.8462 | 51.2821 | 48.7179 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.9467 | 3.5705 | 0.8104 | 1.0959 | 1.5087 | 0.7787 |
Largest Winning Trade | 566201 | 566201 | 70127 | 214819 | 214819 | 122217 |
Largest Losing Trade | -51377 | -32403 | -51377 | -142643 | -97750 | -142643 |
Avg Bars in Trades | 46 | 37 | 55 | 46 | 37 | 55 |
Avg Bars in Winners | 65 | 44 | 83 | 65 | 44 | 83 |
Avg Bars in Losers | 27 | 31 | 22 | 27 | 31 | 22 |
Bars Traded | 7265 | 2943 | 4322 | 7265 | 2943 | 4322 |
Profit Streak | 0 | 0 | 31.8764 | 0 | 0 | 31.8764 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303158 | -24429 | -613282 | -320754 | -273355 | -613282 |
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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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