Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380932.7094 | 348547.5321 | 32385.1773 | 197813.1633 | 237733.2982 | -39920.1349 |
Total P&L (%) | 380.9327 | 348.5475 | 32.3852 | 197.8132 | 237.7333 | -39.9201 |
Avg Daily Profit (%) | 0.3657 | 0.3346 | 0.0311 | 0.1048 | 0.1169 | -0.0489 |
Buy And Hold Return (%) | 33.3661 | 33.3661 | 33.3661 | 33.3661 | 33.3661 | 33.3661 |
Max Trade Drawdown | -155014 | -103644 | -73347 | -200706 | -78370 | -145218 |
Profit Factor | 1.6489 | 2.3561 | 1.0981 | 1.2176 | 1.6594 | 0.9272 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 43.0556 | 38.8889 | 47.2222 | 43.0556 | 38.8889 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.1808 | 3.7024 | 1.2273 | 1.6104 | 2.6076 | 1.0363 |
Largest Winning Trade | 280598 | 280598 | 36084 | 80004 | 80004 | 63712 |
Largest Losing Trade | -46651 | -18638 | -46651 | -80456 | -40342 | -80456 |
Avg Bars in Trades | 169 | 163 | 175 | 169 | 163 | 175 |
Avg Bars in Winners | 222 | 246 | 203 | 222 | 246 | 203 |
Avg Bars in Losers | 129 | 111 | 150 | 129 | 111 | 150 |
Bars Traded | 24404 | 11799 | 12605 | 24404 | 11799 | 12605 |
Profit Streak | 0 | 0 | 47.3439 | 0 | 0 | 47.3439 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354254 | -70520 | -509265 | -55389 | -117565 | -658660 |
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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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