Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546218.45 | 546480.4073 | -261.9573 | 258318.1723 | 1220014.2401 | -961696.0678 |
Total P&L (%) | 546.2185 | 546.4804 | -0.262 | 258.3182 | 1220.0142 | -961.6961 |
Avg Daily Profit (%) | 0.3004 | 0.3005 | -0.0001 | 0.0702 | 0.142 | 0 |
Buy And Hold Return (%) | 167.2156 | 167.2156 | 167.2156 | 167.2156 | 167.2156 | 167.2156 |
Max Trade Drawdown | -147874 | -88239 | -108319 | -2149033 | -1368512 | -1728314 |
Profit Factor | 1.7356 | 2.4597 | 0.9993 | 1.035 | 1.3454 | 0.7503 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Profitability (%) | 46.7213 | 49.1803 | 44.2623 | 46.7213 | 49.1803 | 44.2623 |
Ratio Avg Win / Avg Loss | 1.9792 | 2.5417 | 1.2584 | 1.1802 | 1.3902 | 0.9448 |
Largest Winning Trade | 254459 | 254459 | 70546 | 1124408 | 1124408 | 742927 |
Largest Losing Trade | -42294 | -42294 | -30026 | -661527 | -661527 | -513853 |
Avg Bars in Trades | 29 | 28 | 29 | 29 | 28 | 29 |
Avg Bars in Winners | 37 | 34 | 41 | 37 | 34 | 41 |
Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
Bars Traded | 3551 | 1722 | 1829 | 3551 | 1722 | 1829 |
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 | 310958 | -151009 | -742745 | -291842 | -164432 | -744411 |
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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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