Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622769.9681 | 619496.6308 | 3273.3373 | 334809.0047 | 385269.1525 | -50460.1478 |
Total P&L (%) | 622.77 | 619.4966 | 3.2733 | 334.809 | 385.2692 | -50.4601 |
Avg Daily Profit (%) | 0.249 | 0.2477 | 0.0013 | 0.0588 | 0.0632 | -0.0281 |
Buy And Hold Return (%) | 247.456 | 247.456 | 247.456 | 247.456 | 247.456 | 247.456 |
Max Trade Drawdown | -124291 | -113361 | -151121 | -195446 | -113439 | -278679 |
Profit Factor | 1.7506 | 2.3682 | 1.0087 | 1.322 | 1.7376 | 0.9025 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 51.5385 | 47.6923 | 55.3846 | 51.5385 | 47.6923 | 55.3846 |
Ratio Avg Win / Avg Loss | 1.6461 | 2.5974 | 0.8126 | 1.2431 | 1.9058 | 0.727 |
Largest Winning Trade | 383767 | 383767 | 31563 | 212115 | 212115 | 81761 |
Largest Losing Trade | -46838 | -35620 | -46838 | -98337 | -62147 | -98337 |
Avg Bars in Trades | 74 | 86 | 63 | 74 | 86 | 63 |
Avg Bars in Winners | 86 | 105 | 69 | 86 | 105 | 69 |
Avg Bars in Losers | 62 | 68 | 56 | 62 | 68 | 56 |
Bars Traded | 9734 | 5593 | 4141 | 9734 | 5593 | 4141 |
Profit Streak | 0 | 0 | 157.7436 | 0 | 0 | 157.7436 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316036 | -123174 | -699108 | -169621 | -247698 | -710407 |
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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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