Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768013.0702 | 765320.678 | 2692.3921 | 287068.7037 | -240409.3844 | 527478.0881 |
Total P&L (%) | 768.0131 | 765.3207 | 2.6924 | 287.0687 | -240.4094 | 527.4781 |
Avg Daily Profit (%) | 0.4071 | 0.4057 | 0.0014 | 0.0718 | 0 | 0.0974 |
Buy And Hold Return (%) | 358.5569 | 358.5569 | 358.5569 | 358.5569 | 358.5569 | 358.5569 |
Max Trade Drawdown | -139971 | -140836 | -132310 | -1522882 | -1909925 | -504894 |
Profit Factor | 2.0654 | 2.9119 | 1.0084 | 1.0618 | 0.9222 | 1.3399 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 53.0769 | 52.3077 | 53.8462 | 53.0769 | 52.3077 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.826 | 2.6549 | 0.8643 | 0.9387 | 0.8409 | 1.1485 |
Largest Winning Trade | 395452 | 395452 | 43010 | 989232 | 989232 | 359733 |
Largest Losing Trade | -66552 | -38508 | -66552 | -484004 | -484004 | -317849 |
Avg Bars in Trades | 40 | 54 | 26 | 40 | 54 | 26 |
Avg Bars in Winners | 49 | 60 | 39 | 49 | 60 | 39 |
Avg Bars in Losers | 29 | 47 | 10 | 29 | 47 | 10 |
Bars Traded | 5235 | 3525 | 1710 | 5235 | 3525 | 1710 |
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 | 307282 | -122017 | -700540 | -416327 | -712159 | -212297 |
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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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