Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513050.6497 | 502475.3802 | 10575.2695 | 182713.1191 | 1219938.3106 | -1037225.1915 |
Total P&L (%) | 513.0507 | 502.4754 | 10.5753 | 182.7131 | 1219.9383 | -1037.2252 |
Avg Daily Profit (%) | 0.3171 | 0.3106 | 0.0065 | 0.0643 | 0.1596 | 0 |
Buy And Hold Return (%) | 24.971 | 24.971 | 24.971 | 24.971 | 24.971 | 24.971 |
Max Trade Drawdown | -172223 | -193031 | -85101 | -3230099 | -3040421 | -1721378 |
Profit Factor | 1.5671 | 2.1043 | 1.0235 | 1.017 | 1.2034 | 0.7812 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 50.7246 | 52.1739 | 49.2754 | 50.7246 | 52.1739 | 49.2754 |
Ratio Avg Win / Avg Loss | 1.5223 | 1.929 | 1.0536 | 0.988 | 1.1031 | 0.8042 |
Largest Winning Trade | 157881 | 157881 | 66273 | 1567990 | 1567990 | 913007 |
Largest Losing Trade | -52935 | -51230 | -52935 | -1447163 | -1447163 | -1310160 |
Avg Bars in Trades | 137 | 120 | 155 | 137 | 120 | 155 |
Avg Bars in Winners | 176 | 148 | 205 | 176 | 148 | 205 |
Avg Bars in Losers | 98 | 90 | 105 | 98 | 90 | 105 |
Bars Traded | 19039 | 8339 | 10700 | 19039 | 8339 | 10700 |
Profit Streak | 0 | 0 | 542.8476 | 0 | 0 | 542.8476 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443700 | -88414 | -645809 | -310152 | -94212 | -682058 |
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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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