Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523295.3924 | 513721.0752 | 9574.3172 | 203267.0161 | 269847.0624 | -66580.0463 |
Total P&L (%) | 523.2954 | 513.7211 | 9.5743 | 203.267 | 269.8471 | -66.58 |
Avg Daily Profit (%) | 0.2847 | 0.2795 | 0.0052 | 0.0604 | 0.0712 | -0.0596 |
Buy And Hold Return (%) | 126.691 | 126.691 | 126.691 | 126.691 | 126.691 | 126.691 |
Max Trade Drawdown | -149418 | -138801 | -63541 | -660487 | -522556 | -210171 |
Profit Factor | 2.0327 | 2.7361 | 1.0454 | 1.1063 | 1.2427 | 0.9168 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 46.1538 | 44.6154 | 47.6923 | 46.1538 | 44.6154 | 47.6923 |
Ratio Avg Win / Avg Loss | 2.3715 | 3.3965 | 1.1466 | 1.2907 | 1.5426 | 1.0055 |
Largest Winning Trade | 527083 | 527083 | 38770 | 513030 | 513030 | 115318 |
Largest Losing Trade | -20710 | -20710 | -16679 | -128922 | -128922 | -77552 |
Avg Bars in Trades | 40 | 50 | 30 | 40 | 50 | 30 |
Avg Bars in Winners | 57 | 73 | 42 | 57 | 73 | 42 |
Avg Bars in Losers | 25 | 32 | 18 | 25 | 32 | 18 |
Bars Traded | 5241 | 3280 | 1961 | 5241 | 3280 | 1961 |
Profit Streak | 96.309 | 133.9757 | 0 | 96.309 | 133.9757 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357366 | -120937 | -654784 | -225997 | -235789 | -711689 |
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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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