Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744049.6645 | 822382.3708 | -78332.7063 | -43221.476 | 92410.7361 | -135632.2121 |
Total P&L (%) | 744.0497 | 822.3824 | -78.3327 | -43.2215 | 92.4107 | -135.6322 |
Avg Daily Profit (%) | 0.3434 | 0.3795 | -0.0362 | -0.0261 | 0.0302 | 0 |
Buy And Hold Return (%) | 195.7819 | 195.7819 | 195.7819 | 195.7819 | 195.7819 | 195.7819 |
Max Trade Drawdown | -188658 | -178068 | -109276 | -657396 | -625618 | -205589 |
Profit Factor | 1.9187 | 2.4387 | 0.6712 | 0.9767 | 1.0679 | 0.7272 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 48.3333 | 45 | 51.6667 | 48.3333 | 45 | 51.6667 |
Ratio Avg Win / Avg Loss | 2.0511 | 2.9806 | 0.6279 | 1.0441 | 1.3052 | 0.6803 |
Largest Winning Trade | 630857 | 630857 | 20521 | 298035 | 298035 | 70855 |
Largest Losing Trade | -56662 | -56662 | -39494 | -201492 | -201492 | -100916 |
Avg Bars in Trades | 71 | 134 | 7 | 71 | 134 | 7 |
Avg Bars in Winners | 82 | 169 | 7 | 82 | 169 | 7 |
Avg Bars in Losers | 60 | 106 | 8 | 60 | 106 | 8 |
Bars Traded | 8577 | 8098 | 479 | 8577 | 8098 | 479 |
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 | 366387 | -158949 | -749464 | -579441 | -635297 | -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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