Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702650.7474 | 683051.2789 | 19599.4685 | 414195.1868 | 440500.6099 | -26305.4231 |
Total P&L (%) | 702.6507 | 683.0513 | 19.5995 | 414.1952 | 440.5006 | -26.3054 |
Avg Daily Profit (%) | 0.3738 | 0.3633 | 0.0104 | 0.0871 | 0.0898 | -0.0162 |
Buy And Hold Return (%) | 186.7827 | 186.7827 | 186.7827 | 186.7827 | 186.7827 | 186.7827 |
Max Trade Drawdown | -104313 | -99304 | -23701 | -690491 | -659893 | -104819 |
Profit Factor | 2.2716 | 2.6927 | 1.1315 | 1.1723 | 1.247 | 0.9576 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 48.7395 | 45.7627 | 51.6667 | 48.7395 | 45.7627 | 51.6667 |
Ratio Avg Win / Avg Loss | 2.3891 | 3.1914 | 1.0585 | 1.2329 | 1.478 | 0.8959 |
Largest Winning Trade | 594649 | 594649 | 15172 | 465845 | 465845 | 63828 |
Largest Losing Trade | -43438 | -43438 | -16928 | -242438 | -242438 | -95055 |
Avg Bars in Trades | 45 | 86 | 6 | 45 | 86 | 6 |
Avg Bars in Winners | 64 | 132 | 5 | 64 | 132 | 5 |
Avg Bars in Losers | 27 | 46 | 6 | 27 | 46 | 6 |
Bars Traded | 5459 | 5082 | 377 | 5459 | 5082 | 377 |
Profit Streak | 0 | 242.6709 | 0 | 0 | 242.6709 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404599 | -165312 | -589258 | -113252 | -255179 | -749464 |
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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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