Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500170.7281 | 563829.9059 | -63659.1779 | 6454.7768 | 551823.551 | -545368.7742 |
Total P&L (%) | 500.1707 | 563.8299 | -63.6592 | 6.4548 | 551.8236 | -545.3688 |
Avg Daily Profit (%) | 0.276 | 0.3112 | -0.0351 | 0.0035 | 0.1035 | 0 |
Buy And Hold Return (%) | 135.161 | 135.161 | 135.161 | 135.161 | 135.161 | 135.161 |
Max Trade Drawdown | -208379 | -129382 | -101066 | -1152252 | -695790 | -563358 |
Profit Factor | 1.6206 | 2.4204 | 0.8444 | 1.0024 | 1.4228 | 0.5962 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 47.4074 | 44.7761 | 50 | 47.4074 | 44.7761 | 50 |
Ratio Avg Win / Avg Loss | 1.7978 | 2.9852 | 0.8444 | 1.1121 | 1.7548 | 0.5962 |
Largest Winning Trade | 237187 | 237187 | 71298 | 632402 | 632402 | 195901 |
Largest Losing Trade | -53404 | -53404 | -33135 | -253115 | -253115 | -226301 |
Avg Bars in Trades | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Winners | 51 | 55 | 47 | 51 | 55 | 47 |
Avg Bars in Losers | 27 | 19 | 35 | 27 | 19 | 35 |
Bars Traded | 5199 | 2399 | 2800 | 5199 | 2399 | 2800 |
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 | 310196 | -107459 | -689958 | -572485 | -173571 | -689958 |
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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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