Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520267.1475 | 473928.0214 | 46339.1261 | 791071.2939 | 995445.1714 | -204373.8776 |
Total P&L (%) | 520.2671 | 473.928 | 46.3391 | 791.0713 | 995.4452 | -204.3739 |
Avg Daily Profit (%) | 0.3685 | 0.3357 | 0.0328 | 0.155 | 0.1697 | 0 |
Buy And Hold Return (%) | 60.498 | 60.498 | 60.498 | 60.498 | 60.498 | 60.498 |
Max Trade Drawdown | -116097 | -109671 | -59697 | -858034 | -692671 | -438379 |
Profit Factor | 2.0248 | 2.9035 | 1.1791 | 1.2534 | 1.6164 | 0.8644 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 46.4567 | 42.1875 | 50.7937 | 46.4567 | 42.1875 | 50.7937 |
Ratio Avg Win / Avg Loss | 2.3337 | 3.9789 | 1.1423 | 1.4446 | 2.2151 | 0.8374 |
Largest Winning Trade | 202749 | 202749 | 69731 | 803745 | 803745 | 222590 |
Largest Losing Trade | -26522 | -21008 | -26522 | -188121 | -184201 | -188121 |
Avg Bars in Trades | 62 | 59 | 66 | 62 | 59 | 66 |
Avg Bars in Winners | 86 | 82 | 90 | 86 | 82 | 90 |
Avg Bars in Losers | 42 | 42 | 41 | 42 | 42 | 41 |
Bars Traded | 7988 | 3819 | 4169 | 7988 | 3819 | 4169 |
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 | 442254 | -128171 | -484894 | 230807 | -131657 | -727355 |
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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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