Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608752.073 | 556986.91 | 51765.163 | 385219.0863 | 557635.7077 | -172416.6214 |
Total P&L (%) | 608.7521 | 556.9869 | 51.7652 | 385.2191 | 557.6357 | -172.4166 |
Avg Daily Profit (%) | 0.3293 | 0.3013 | 0.028 | 0.0855 | 0.1019 | 0 |
Buy And Hold Return (%) | 20.9721 | 20.9721 | 20.9721 | 20.9721 | 20.9721 | 20.9721 |
Max Trade Drawdown | -110572 | -73560 | -190282 | -988351 | -545452 | -1292326 |
Profit Factor | 1.6666 | 2.5407 | 1.0938 | 1.078 | 1.2557 | 0.9375 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 52.2059 | 50 | 54.4118 | 52.2059 | 50 | 54.4118 |
Ratio Avg Win / Avg Loss | 1.5257 | 2.5407 | 0.9164 | 0.9869 | 1.2557 | 0.7854 |
Largest Winning Trade | 146034 | 146034 | 66732 | 612830 | 612830 | 322814 |
Largest Losing Trade | -55646 | -41100 | -55646 | -583441 | -422644 | -583441 |
Avg Bars in Trades | 38 | 39 | 38 | 38 | 39 | 38 |
Avg Bars in Winners | 44 | 40 | 46 | 44 | 40 | 46 |
Avg Bars in Losers | 33 | 37 | 28 | 33 | 37 | 28 |
Bars Traded | 5280 | 2669 | 2611 | 5280 | 2669 | 2611 |
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 | 466045 | -95433 | -386837 | -214585 | -165843 | -689386 |
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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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