Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502507.343 | 485966.9281 | 16540.4149 | 274888.6553 | 458441.981 | -183553.3258 |
Total P&L (%) | 502.5073 | 485.9669 | 16.5404 | 274.8887 | 458.442 | -183.5533 |
Avg Daily Profit (%) | 0.3106 | 0.3004 | 0.0102 | 0.0817 | 0.1064 | 0 |
Buy And Hold Return (%) | 23.8775 | 23.8775 | 23.8775 | 23.8775 | 23.8775 | 23.8775 |
Max Trade Drawdown | -127026 | -85426 | -151534 | -495563 | -324329 | -315810 |
Profit Factor | 1.6465 | 2.1763 | 1.0454 | 1.1281 | 1.4026 | 0.8177 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 43.9394 | 36.3636 | 51.5152 | 43.9394 | 36.3636 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.1007 | 3.8085 | 0.9839 | 1.4393 | 2.4545 | 0.7696 |
Largest Winning Trade | 139334 | 139334 | 66131 | 316837 | 316837 | 152190 |
Largest Losing Trade | -51041 | -44956 | -51041 | -157044 | -157044 | -149128 |
Avg Bars in Trades | 140 | 133 | 148 | 140 | 133 | 148 |
Avg Bars in Winners | 224 | 253 | 204 | 224 | 253 | 204 |
Avg Bars in Losers | 74 | 64 | 87 | 74 | 64 | 87 |
Bars Traded | 18564 | 8791 | 9773 | 18564 | 8791 | 9773 |
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 | 363375 | -117142 | -641161 | -165490 | -178933 | -704761 |
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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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