Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329799.3298 | 278855.8035 | 50943.5263 | 344376.1734 | 365211.4246 | -20835.2511 |
Total P&L (%) | 329.7993 | 278.8558 | 50.9435 | 344.3762 | 365.2114 | -20.8353 |
Avg Daily Profit (%) | 0.2653 | 0.2243 | 0.041 | 0.12 | 0.1237 | -0.0188 |
Buy And Hold Return (%) | 83.4473 | 83.4473 | 83.4473 | 83.4473 | 83.4473 | 83.4473 |
Max Trade Drawdown | -103192 | -75555 | -56656 | -441736 | -343142 | -211184 |
Profit Factor | 1.6313 | 2.0699 | 1.1946 | 1.1783 | 1.393 | 0.9792 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 62 | 38 | 24 | 62 | 38 | 24 |
Profitability (%) | 55.3957 | 45.7143 | 65.2174 | 55.3957 | 45.7143 | 65.2174 |
Ratio Avg Win / Avg Loss | 1.3135 | 2.458 | 0.6371 | 0.9487 | 1.6542 | 0.5222 |
Largest Winning Trade | 138021 | 138021 | 34497 | 179057 | 179057 | 73493 |
Largest Losing Trade | -51195 | -24093 | -51195 | -172073 | -101383 | -172073 |
Avg Bars in Trades | 25 | 22 | 27 | 25 | 22 | 27 |
Avg Bars in Winners | 19 | 14 | 22 | 19 | 14 | 22 |
Avg Bars in Losers | 32 | 29 | 36 | 32 | 29 | 36 |
Bars Traded | 3509 | 1608 | 1900 | 3509 | 1608 | 1900 |
Profit Streak | 0 | 0 | 49.1927 | 0 | 0 | 49.1927 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332530 | -86890 | -410098 | -59612 | -123814 | -678791 |
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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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