Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571758.2973 | 578778.6424 | -7020.3451 | 158894.3079 | 239941.1357 | -81046.8277 |
Total P&L (%) | 571.7583 | 578.7786 | -7.0203 | 158.8943 | 239.9411 | -81.0468 |
Avg Daily Profit (%) | 0.3111 | 0.3149 | -0.0038 | 0.0518 | 0.0666 | -0.0904 |
Buy And Hold Return (%) | 163.4658 | 163.4658 | 163.4658 | 163.4658 | 163.4658 | 163.4658 |
Max Trade Drawdown | -104104 | -85613 | -76890 | -238267 | -187333 | -193154 |
Profit Factor | 1.9233 | 3.1855 | 0.9802 | 1.1306 | 1.4643 | 0.8842 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 47.0588 | 45 | 49.1525 | 47.0588 | 45 | 49.1525 |
Ratio Avg Win / Avg Loss | 2.1638 | 3.8934 | 1.014 | 1.2719 | 1.7896 | 0.9147 |
Largest Winning Trade | 506822 | 506822 | 56016 | 222137 | 222137 | 108684 |
Largest Losing Trade | -35727 | -35387 | -35727 | -93476 | -71537 | -93476 |
Avg Bars in Trades | 44 | 38 | 49 | 44 | 38 | 49 |
Avg Bars in Winners | 63 | 55 | 70 | 63 | 55 | 70 |
Avg Bars in Losers | 26 | 24 | 29 | 26 | 24 | 29 |
Bars Traded | 5242 | 2294 | 2948 | 5242 | 2294 | 2948 |
Profit Streak | 0 | 0 | 82.3371 | 0 | 0 | 82.3371 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329140 | -158647 | -755563 | -367271 | -293167 | -757229 |
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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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