Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653219.68 | 643958.0755 | 9261.6045 | 327645.2901 | 467315.9257 | -139670.6355 |
Total P&L (%) | 653.2197 | 643.9581 | 9.2616 | 327.6453 | 467.3159 | -139.6706 |
Avg Daily Profit (%) | 0.356 | 0.351 | 0.005 | 0.0792 | 0.0947 | 0 |
Buy And Hold Return (%) | 166.1501 | 166.1501 | 166.1501 | 166.1501 | 166.1501 | 166.1501 |
Max Trade Drawdown | -103584 | -78763 | -73562 | -862322 | -462250 | -642508 |
Profit Factor | 2.0574 | 3.3138 | 1.0273 | 1.1295 | 1.4324 | 0.9036 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 49.6296 | 50 | 49.2537 | 49.6296 | 50 | 49.2537 |
Ratio Avg Win / Avg Loss | 2.0881 | 3.3138 | 1.0584 | 1.1464 | 1.4324 | 0.931 |
Largest Winning Trade | 552921 | 552921 | 56172 | 444930 | 360996 | 444930 |
Largest Losing Trade | -39914 | -29618 | -39914 | -451752 | -162561 | -451752 |
Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Winners | 55 | 51 | 60 | 55 | 51 | 60 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 5303 | 2553 | 2750 | 5303 | 2553 | 2750 |
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 | 403664 | -95849 | -659338 | -172086 | -178167 | -697748 |
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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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