Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411063.9955 | 375289.7098 | 35774.2858 | 284714.2223 | 795850.9165 | -511136.6943 |
Total P&L (%) | 411.064 | 375.2897 | 35.7743 | 284.7142 | 795.8509 | -511.1367 |
Avg Daily Profit (%) | 0.2225 | 0.2031 | 0.0194 | 0.0729 | 0.1187 | 0 |
Buy And Hold Return (%) | 65.8768 | 65.8768 | 65.8768 | 65.8768 | 65.8768 | 65.8768 |
Max Trade Drawdown | -99410 | -97127 | -95470 | -961739 | -515905 | -927054 |
Profit Factor | 1.4973 | 1.9093 | 1.0864 | 1.0636 | 1.3684 | 0.7795 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Losing Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Profitability (%) | 60.3774 | 63.75 | 56.962 | 60.3774 | 63.75 | 56.962 |
Ratio Avg Win / Avg Loss | 0.9826 | 1.0857 | 0.8209 | 0.698 | 0.7781 | 0.589 |
Largest Winning Trade | 79398 | 79398 | 62179 | 301992 | 301992 | 272363 |
Largest Losing Trade | -43224 | -37451 | -43224 | -455795 | -210500 | -455795 |
Avg Bars in Trades | 43 | 33 | 53 | 43 | 33 | 53 |
Avg Bars in Winners | 37 | 20 | 56 | 37 | 20 | 56 |
Avg Bars in Losers | 52 | 55 | 49 | 52 | 55 | 49 |
Bars Traded | 6887 | 2665 | 4222 | 6887 | 2665 | 4222 |
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 | 327863 | -8105 | -485674 | -247570 | -52640 | -606555 |
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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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