Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394162.7746 | 356378.8433 | 37783.9314 | 49298.5937 | 179695.3386 | -130396.7449 |
Total P&L (%) | 394.1628 | 356.3788 | 37.7839 | 49.2986 | 179.6953 | -130.3967 |
Avg Daily Profit (%) | 0.2102 | 0.19 | 0.0201 | 0.0214 | 0.0549 | 0 |
Buy And Hold Return (%) | 70.5023 | 70.5023 | 70.5023 | 70.5023 | 70.5023 | 70.5023 |
Max Trade Drawdown | -212088 | -185457 | -72785 | -443129 | -343113 | -224963 |
Profit Factor | 1.4523 | 1.6907 | 1.1063 | 1.0438 | 1.2959 | 0.7479 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 47.0588 | 42.6471 | 51.4706 | 47.0588 | 42.6471 | 51.4706 |
Ratio Avg Win / Avg Loss | 1.6339 | 2.2736 | 1.0431 | 1.1743 | 1.7427 | 0.7052 |
Largest Winning Trade | 235548 | 235548 | 33766 | 117905 | 117905 | 48081 |
Largest Losing Trade | -46209 | -46209 | -23928 | -154209 | -154209 | -77236 |
Avg Bars in Trades | 24 | 29 | 19 | 24 | 29 | 19 |
Avg Bars in Winners | 29 | 33 | 26 | 29 | 33 | 26 |
Avg Bars in Losers | 20 | 26 | 13 | 20 | 26 | 13 |
Bars Traded | 3367 | 2018 | 1349 | 3367 | 2018 | 1349 |
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 | 301985 | -102597 | -544027 | -502903 | -234048 | -689489 |
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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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