Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649015.3302 | 671894.0891 | -22878.7589 | 66406.1831 | 155608.0738 | -89201.8907 |
Total P&L (%) | 649.0153 | 671.8941 | -22.8788 | 66.4062 | 155.6081 | -89.2019 |
Avg Daily Profit (%) | 0.3539 | 0.3664 | -0.0125 | 0.0278 | 0.0512 | -0.1213 |
Buy And Hold Return (%) | 137.4636 | 137.4636 | 137.4636 | 137.4636 | 137.4636 | 137.4636 |
Max Trade Drawdown | -166561 | -139095 | -111471 | -610226 | -461680 | -209689 |
Profit Factor | 1.9669 | 2.8791 | 0.9271 | 1.0486 | 1.1946 | 0.8426 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 46.4 | 41.9355 | 50.7937 | 46.4 | 41.9355 | 50.7937 |
Ratio Avg Win / Avg Loss | 2.2721 | 3.9865 | 0.8981 | 1.2113 | 1.6541 | 0.8162 |
Largest Winning Trade | 654111 | 654111 | 46022 | 509006 | 509006 | 107438 |
Largest Losing Trade | -39264 | -35458 | -39264 | -234467 | -234467 | -98635 |
Avg Bars in Trades | 27 | 25 | 30 | 27 | 25 | 30 |
Avg Bars in Winners | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Losers | 20 | 18 | 21 | 20 | 18 | 21 |
Bars Traded | 3490 | 1574 | 1916 | 3490 | 1574 | 1916 |
Profit Streak | 0 | 92.4011 | 0 | 0 | 92.4011 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385830 | -142833 | -727355 | -489406 | -410984 | -727355 |
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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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