Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541600.8503 | 557347.6246 | -15746.7744 | 92572.4038 | 326107.0545 | -233534.6507 |
Total P&L (%) | 541.6009 | 557.3476 | -15.7468 | 92.5724 | 326.1071 | -233.5347 |
Avg Daily Profit (%) | 0.2936 | 0.3021 | -0.0085 | 0.0355 | 0.0786 | 0 |
Buy And Hold Return (%) | 169.6787 | 169.6787 | 169.6787 | 169.6787 | 169.6787 | 169.6787 |
Max Trade Drawdown | -76022 | -76303 | -74118 | -424984 | -327936 | -374077 |
Profit Factor | 1.7524 | 2.7279 | 0.9604 | 1.0372 | 1.2974 | 0.8326 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 46.3415 | 38.7097 | 54.0984 | 46.3415 | 38.7097 | 54.0984 |
Ratio Avg Win / Avg Loss | 2.0291 | 4.3192 | 0.8149 | 1.2009 | 2.0542 | 0.7065 |
Largest Winning Trade | 477799 | 477799 | 49324 | 373693 | 373693 | 154571 |
Largest Losing Trade | -40862 | -21277 | -40862 | -180043 | -87497 | -180043 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Losers | 18 | 16 | 21 | 18 | 16 | 21 |
Bars Traded | 3539 | 1603 | 1936 | 3539 | 1603 | 1936 |
Profit Streak | 0 | 0 | 53.1295 | 0 | 0 | 53.1295 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302418 | -147313 | -741364 | -491694 | -252812 | -741364 |
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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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