Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439629.1835 | 383916.2652 | 55712.9183 | 587404.4669 | 809395.9643 | -221991.4973 |
Total P&L (%) | 439.6292 | 383.9163 | 55.7129 | 587.4045 | 809.396 | -221.9915 |
Avg Daily Profit (%) | 0.2379 | 0.2078 | 0.0302 | 0.1044 | 0.1195 | 0 |
Buy And Hold Return (%) | 79.004 | 79.004 | 79.004 | 79.004 | 79.004 | 79.004 |
Max Trade Drawdown | -177572 | -48049 | -179269 | -575003 | -144796 | -591590 |
Profit Factor | 1.7576 | 3.2694 | 1.1355 | 1.289 | 2.4096 | 0.8478 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Losing Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Profitability (%) | 52 | 57.1429 | 46.7742 | 52 | 57.1429 | 46.7742 |
Ratio Avg Win / Avg Loss | 1.6224 | 2.452 | 1.2921 | 1.1898 | 1.8072 | 0.9647 |
Largest Winning Trade | 178238 | 178238 | 70295 | 373631 | 373631 | 221128 |
Largest Losing Trade | -38086 | -21109 | -38086 | -214876 | -93723 | -214876 |
Avg Bars in Trades | 54 | 17 | 91 | 54 | 17 | 91 |
Avg Bars in Winners | 84 | 22 | 160 | 84 | 22 | 160 |
Avg Bars in Losers | 21 | 11 | 30 | 21 | 11 | 30 |
Bars Traded | 6778 | 1117 | 5661 | 6778 | 1117 | 5661 |
Profit Streak | 0 | 0 | 137.804 | 0 | 0 | 137.804 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392812 | -132997 | -543933 | -52603 | -173879 | -734861 |
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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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