Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520813.0961 | 472264.5278 | 48548.5682 | 207837.2552 | 485114.4418 | -277277.1866 |
Total P&L (%) | 520.8131 | 472.2645 | 48.5486 | 207.8373 | 485.1144 | -277.2772 |
Avg Daily Profit (%) | 0.4213 | 0.382 | 0.0393 | 0.091 | 0.143 | 0 |
Buy And Hold Return (%) | 86.0384 | 86.0384 | 86.0384 | 86.0384 | 86.0384 | 86.0384 |
Max Trade Drawdown | -160091 | -96521 | -89463 | -1667496 | -1168301 | -1089413 |
Profit Factor | 1.8516 | 2.4775 | 1.1663 | 1.0379 | 1.1773 | 0.8992 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 75 | 31 | 44 | 75 | 31 | 44 |
Losing Trades | 56 | 35 | 21 | 56 | 35 | 21 |
Profitability (%) | 57.2519 | 46.9697 | 67.6923 | 57.2519 | 46.9697 | 67.6923 |
Ratio Avg Win / Avg Loss | 1.3825 | 2.7972 | 0.5566 | 0.775 | 1.3292 | 0.4292 |
Largest Winning Trade | 357295 | 357295 | 33015 | 482475 | 482475 | 182552 |
Largest Losing Trade | -71602 | -30188 | -71602 | -680081 | -378553 | -680081 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 29 | 34 | 26 | 29 | 34 | 26 |
Avg Bars in Losers | 22 | 17 | 30 | 22 | 17 | 30 |
Bars Traded | 3505 | 1692 | 1813 | 3505 | 1692 | 1813 |
Profit Streak | 0 | 0 | 45.5735 | 0 | 0 | 45.5735 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477554 | -112467 | -473619 | -254562 | -153892 | -708899 |
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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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