Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 870459.1386 | 844798.8276 | 25660.311 | 273521.1179 | 290197.3398 | -16676.2219 |
Total P&L (%) | 870.4591 | 844.7988 | 25.6603 | 273.5211 | 290.1973 | -16.6762 |
Avg Daily Profit (%) | 0.4673 | 0.4535 | 0.0138 | 0.0708 | 0.0731 | -0.0098 |
Buy And Hold Return (%) | 134.3913 | 134.3913 | 134.3913 | 134.3913 | 134.3913 | 134.3913 |
Max Trade Drawdown | -115438 | -99260 | -64336 | -891769 | -699942 | -560746 |
Profit Factor | 1.9483 | 2.5427 | 1.0693 | 1.0622 | 1.1085 | 0.9903 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 36 | 34.9206 | 37.0968 | 36 | 34.9206 | 37.0968 |
Ratio Avg Win / Avg Loss | 3.4637 | 4.7387 | 1.8132 | 1.8884 | 2.0659 | 1.6792 |
Largest Winning Trade | 533820 | 533820 | 64917 | 469831 | 469831 | 273863 |
Largest Losing Trade | -38401 | -38401 | -34493 | -267427 | -267427 | -231094 |
Avg Bars in Trades | 176 | 203 | 149 | 176 | 203 | 149 |
Avg Bars in Winners | 336 | 400 | 276 | 336 | 400 | 276 |
Avg Bars in Losers | 86 | 97 | 74 | 86 | 97 | 74 |
Bars Traded | 22058 | 12797 | 9261 | 22058 | 12797 | 9261 |
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 | 308204 | -138246 | -642882 | -261211 | -354019 | -737476 |
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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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