Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717201.1978 | 695790.6686 | 21410.5291 | 283166.3697 | 372366.9494 | -89200.5797 |
Total P&L (%) | 717.2012 | 695.7907 | 21.4105 | 283.1664 | 372.3669 | -89.2006 |
Avg Daily Profit (%) | 0.3882 | 0.3766 | 0.0116 | 0.0727 | 0.0841 | -0.1204 |
Buy And Hold Return (%) | 93.7365 | 93.7365 | 93.7365 | 93.7365 | 93.7365 | 93.7365 |
Max Trade Drawdown | -187139 | -166091 | -45040 | -1378208 | -1194748 | -392079 |
Profit Factor | 2.1434 | 2.4986 | 1.1314 | 1.0883 | 1.1526 | 0.8837 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 51.4706 | 48.5294 | 54.4118 | 51.4706 | 48.5294 | 54.4118 |
Ratio Avg Win / Avg Loss | 2.021 | 2.6501 | 0.9479 | 1.0261 | 1.2224 | 0.7404 |
Largest Winning Trade | 569985 | 569985 | 18601 | 1124846 | 1124846 | 101561 |
Largest Losing Trade | -51409 | -51409 | -18252 | -562688 | -562688 | -114616 |
Avg Bars in Trades | 157 | 292 | 23 | 157 | 292 | 23 |
Avg Bars in Winners | 123 | 233 | 24 | 123 | 233 | 24 |
Avg Bars in Losers | 194 | 347 | 21 | 194 | 347 | 21 |
Bars Traded | 21478 | 19893 | 1585 | 21478 | 19893 | 1585 |
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 | 513876 | -95720 | -529121 | -221780 | -245680 | -689108 |
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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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