Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715699.6066 | 682162.2606 | 33537.346 | 818770.9971 | 1242191.1558 | -423420.1587 |
Total P&L (%) | 715.6996 | 682.1623 | 33.5373 | 818.771 | 1242.1912 | -423.4202 |
Avg Daily Profit (%) | 0.384 | 0.366 | 0.018 | 0.1191 | 0.1394 | 0 |
Buy And Hold Return (%) | 73.6683 | 73.6683 | 73.6683 | 73.6683 | 73.6683 | 73.6683 |
Max Trade Drawdown | -114314 | -81464 | -142473 | -1502936 | -547350 | -1334751 |
Profit Factor | 1.8546 | 2.8288 | 1.0722 | 1.1544 | 1.5543 | 0.8617 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Profitability (%) | 36.3636 | 36.1111 | 36.6197 | 36.3636 | 36.1111 | 36.6197 |
Ratio Avg Win / Avg Loss | 3.2455 | 5.0048 | 1.8557 | 2.0202 | 2.75 | 1.4914 |
Largest Winning Trade | 255323 | 255323 | 74660 | 1250342 | 1250342 | 418098 |
Largest Losing Trade | -40309 | -34855 | -40309 | -674596 | -180240 | -674596 |
Avg Bars in Trades | 25 | 27 | 22 | 25 | 27 | 22 |
Avg Bars in Winners | 50 | 55 | 46 | 50 | 55 | 46 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 3595 | 1974 | 1621 | 3595 | 1974 | 1621 |
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 | 305382 | -69725 | -566470 | -87868 | -88335 | -670995 |
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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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