Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434813.2414 | 509456.5171 | -74643.2757 | 15400.829 | 433382.1274 | -417981.2984 |
Total P&L (%) | 434.8132 | 509.4565 | -74.6433 | 15.4008 | 433.3821 | -417.9813 |
Avg Daily Profit (%) | 0.2352 | 0.2756 | -0.0404 | 0.0078 | 0.0906 | 0 |
Buy And Hold Return (%) | 67.8657 | 67.8657 | 67.8657 | 67.8657 | 67.8657 | 67.8657 |
Max Trade Drawdown | -138020 | -95994 | -134780 | -598407 | -402606 | -512715 |
Profit Factor | 1.5066 | 2.4328 | 0.8515 | 1.0052 | 1.3425 | 0.7573 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 46.8531 | 47.2222 | 46.4789 | 46.8531 | 47.2222 | 46.4789 |
Ratio Avg Win / Avg Loss | 1.7089 | 2.719 | 0.9806 | 1.1402 | 1.5004 | 0.8721 |
Largest Winning Trade | 188458 | 188458 | 74428 | 397695 | 397695 | 247536 |
Largest Losing Trade | -66767 | -29360 | -66767 | -257329 | -185395 | -257329 |
Avg Bars in Trades | 37 | 37 | 38 | 37 | 37 | 38 |
Avg Bars in Winners | 55 | 52 | 58 | 55 | 52 | 58 |
Avg Bars in Losers | 21 | 23 | 20 | 21 | 23 | 20 |
Bars Traded | 5372 | 2664 | 2708 | 5372 | 2664 | 2708 |
Profit Streak | 0 | 0 | 11.9826 | 0 | 0 | 11.9826 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329002 | -67218 | -668481 | -563952 | -151482 | -668481 |
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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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