Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727983.2718 | 689862.3672 | 38120.9046 | -692307.2323 | -69241.597 | -623065.6353 |
Total P&L (%) | 727.9833 | 689.8624 | 38.1209 | -692.3072 | -69.2416 | -623.0656 |
Avg Daily Profit (%) | 0.3878 | 0.3675 | 0.0203 | 0 | -0.0628 | 0 |
Buy And Hold Return (%) | 273.6469 | 273.6469 | 273.6469 | 273.6469 | 273.6469 | 273.6469 |
Max Trade Drawdown | -136307 | -149682 | -160323 | -946943 | -633504 | -764135 |
Profit Factor | 2.1497 | 3.1239 | 1.1236 | 0.7423 | 0.9535 | 0.4791 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 60 | 27 | 33 | 47 | 27 | 20 |
Losing Trades | 53 | 30 | 23 | 66 | 30 | 36 |
Profitability (%) | 53.0973 | 47.3684 | 58.9286 | 41.5929 | 47.3684 | 35.7143 |
Ratio Avg Win / Avg Loss | 1.8989 | 3.471 | 0.7831 | 1.0424 | 1.0595 | 0.8623 |
Largest Winning Trade | 273967 | 273967 | 50576 | 192000 | 192000 | 156019 |
Largest Losing Trade | -114661 | -29548 | -114661 | -296784 | -296784 | -178121 |
Avg Bars in Trades | 47 | 46 | 47 | 47 | 46 | 47 |
Avg Bars in Winners | 60 | 57 | 62 | 36 | 45 | 23 |
Avg Bars in Losers | 31 | 36 | 25 | 54 | 47 | 60 |
Bars Traded | 5321 | 2670 | 2651 | 5321 | 2670 | 2651 |
Profit Streak | 0 | 0 | 13.4773 | 7.144 | 7.4773 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396755 | -169176 | -596022 | -581398 | -759510 | -766666 |
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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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