Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595996.4396 | 637228.2612 | -41231.8216 | 92267.786 | 150895.2884 | -58627.5024 |
Total P&L (%) | 595.9964 | 637.2283 | -41.2318 | 92.2678 | 150.8953 | -58.6275 |
Avg Daily Profit (%) | 0.3228 | 0.3451 | -0.0223 | 0.0354 | 0.0498 | -0.0478 |
Buy And Hold Return (%) | 159.58 | 159.58 | 159.58 | 159.58 | 159.58 | 159.58 |
Max Trade Drawdown | -118235 | -56546 | -174637 | -167131 | -82758 | -144783 |
Profit Factor | 1.6713 | 2.7851 | 0.9223 | 1.087 | 1.3409 | 0.905 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 45.9259 | 45.5882 | 46.2687 | 45.9259 | 45.5882 | 46.2687 |
Ratio Avg Win / Avg Loss | 1.9678 | 3.3241 | 1.0711 | 1.2799 | 1.6004 | 1.051 |
Largest Winning Trade | 336890 | 336890 | 75513 | 112526 | 97583 | 112526 |
Largest Losing Trade | -49345 | -27960 | -49345 | -126342 | -44559 | -126342 |
Avg Bars in Trades | 53 | 50 | 57 | 53 | 50 | 57 |
Avg Bars in Winners | 75 | 63 | 86 | 75 | 63 | 86 |
Avg Bars in Losers | 35 | 40 | 31 | 35 | 40 | 31 |
Bars Traded | 7277 | 3457 | 3820 | 7277 | 3457 | 3820 |
Profit Streak | 0 | 0 | 76.7635 | 0 | 0 | 76.7635 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308453 | -98808 | -696556 | -437382 | -401874 | -696556 |
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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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