Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417268.5653 | 432984.9336 | -15716.3683 | -34081.8281 | 268459.4118 | -302541.2398 |
Total P&L (%) | 417.2686 | 432.9849 | -15.7164 | -34.0818 | 268.4594 | -302.5412 |
Avg Daily Profit (%) | 0.2239 | 0.2323 | -0.0084 | -0.0224 | 0.07 | 0 |
Buy And Hold Return (%) | 37.3239 | 37.3239 | 37.3239 | 37.3239 | 37.3239 | 37.3239 |
Max Trade Drawdown | -142595 | -133863 | -211129 | -256632 | -51045 | -359497 |
Profit Factor | 1.4679 | 2.1123 | 0.9687 | 0.9483 | 2.7218 | 0.3985 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 47.2868 | 40.625 | 53.8462 | 47.2868 | 40.625 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.6364 | 3.0873 | 0.8303 | 1.0571 | 3.978 | 0.3416 |
Largest Winning Trade | 182321 | 182321 | 36312 | 174267 | 174267 | 30962 |
Largest Losing Trade | -78452 | -31334 | -78452 | -211702 | -13881 | -211702 |
Avg Bars in Trades | 83 | 90 | 76 | 83 | 90 | 76 |
Avg Bars in Winners | 101 | 120 | 86 | 101 | 120 | 86 |
Avg Bars in Losers | 67 | 70 | 64 | 67 | 70 | 64 |
Bars Traded | 10778 | 5811 | 4967 | 10778 | 5811 | 4967 |
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 | 335998 | -131189 | -711959 | -579824 | -237387 | -711959 |
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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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