Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572994.6804 | 620836.4068 | -47841.7264 | 15470.7215 | 238283.5605 | -222812.8389 |
Total P&L (%) | 572.9947 | 620.8364 | -47.8417 | 15.4707 | 238.2836 | -222.8128 |
Avg Daily Profit (%) | 0.3098 | 0.3356 | -0.0259 | 0.0078 | 0.0659 | 0 |
Buy And Hold Return (%) | 61.2857 | 61.2857 | 61.2857 | 61.2857 | 61.2857 | 61.2857 |
Max Trade Drawdown | -115937 | -102939 | -152609 | -281232 | -155440 | -298005 |
Profit Factor | 1.5803 | 2.2711 | 0.9041 | 1.0138 | 1.4535 | 0.6264 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 41.129 | 37.0968 | 45.1613 | 41.129 | 37.0968 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.2619 | 3.8511 | 1.0979 | 1.4511 | 2.4646 | 0.7607 |
Largest Winning Trade | 337602 | 337602 | 57785 | 152922 | 152922 | 60634 |
Largest Losing Trade | -42240 | -42240 | -40504 | -125189 | -52028 | -125189 |
Avg Bars in Trades | 44 | 42 | 45 | 44 | 42 | 45 |
Avg Bars in Winners | 70 | 75 | 67 | 70 | 75 | 67 |
Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
Bars Traded | 5493 | 2657 | 2836 | 5493 | 2657 | 2836 |
Profit Streak | 0 | 0 | 128.7965 | 0 | 0 | 128.7965 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315458 | -145955 | -733822 | -556693 | -264591 | -735488 |
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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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