Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742773.0175 | 699566.4042 | 43206.6133 | 322847.8262 | 1765350.1861 | -1442502.3599 |
Total P&L (%) | 742.773 | 699.5664 | 43.2066 | 322.8478 | 1765.3502 | -1442.5024 |
Avg Daily Profit (%) | 0.401 | 0.3777 | 0.0233 | 0.0779 | 0.1581 | 0 |
Buy And Hold Return (%) | 31.6816 | 31.6816 | 31.6816 | 31.6816 | 31.6816 | 31.6816 |
Max Trade Drawdown | -108782 | -54293 | -105074 | -1690552 | -583799 | -1990135 |
Profit Factor | 2.0691 | 3.5784 | 1.102 | 1.0497 | 1.7872 | 0.6608 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 54.1667 | 48.3333 | 60 | 54.1667 | 48.3333 | 60 |
Ratio Avg Win / Avg Loss | 1.7508 | 3.8252 | 0.7347 | 0.8882 | 1.9104 | 0.4406 |
Largest Winning Trade | 415392 | 415392 | 75048 | 1149482 | 1149482 | 379886 |
Largest Losing Trade | -71390 | -21409 | -71390 | -880904 | -348442 | -880904 |
Avg Bars in Trades | 42 | 36 | 48 | 42 | 36 | 48 |
Avg Bars in Winners | 59 | 51 | 66 | 59 | 51 | 66 |
Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
Bars Traded | 5088 | 2192 | 2896 | 5088 | 2192 | 2896 |
Profit Streak | 0 | 0 | 73.5529 | 0 | 0 | 73.5529 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523718 | -153519 | -491593 | -255644 | -158759 | -748104 |
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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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