Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733818.2152 | 722035.5782 | 11782.637 | 311641.8852 | 98325.7563 | 213316.1289 |
Total P&L (%) | 733.8182 | 722.0356 | 11.7826 | 311.6419 | 98.3258 | 213.3161 |
Avg Daily Profit (%) | 0.3906 | 0.3843 | 0.0063 | 0.0753 | 0.0365 | 0.0608 |
Buy And Hold Return (%) | 245.5408 | 245.5408 | 245.5408 | 245.5408 | 245.5408 | 245.5408 |
Max Trade Drawdown | -126937 | -116058 | -139643 | -272003 | -403640 | -180174 |
Profit Factor | 2.1116 | 3.2788 | 1.0343 | 1.1681 | 1.0902 | 1.2792 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 45.1327 | 38.5965 | 51.7857 | 45.1327 | 38.5965 | 51.7857 |
Ratio Avg Win / Avg Loss | 2.567 | 5.2163 | 0.963 | 1.4201 | 1.7345 | 1.191 |
Largest Winning Trade | 397006 | 397006 | 57922 | 368058 | 368058 | 154667 |
Largest Losing Trade | -69979 | -22716 | -69979 | -122125 | -93006 | -122125 |
Avg Bars in Trades | 48 | 43 | 52 | 48 | 43 | 52 |
Avg Bars in Winners | 71 | 64 | 77 | 71 | 64 | 77 |
Avg Bars in Losers | 29 | 30 | 26 | 29 | 30 | 26 |
Bars Traded | 5456 | 2502 | 2954 | 5456 | 2502 | 2954 |
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 | 322867 | -172050 | -714486 | -211553 | -614900 | -457373 |
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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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