Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724788.7778 | 684738.116 | 40050.6617 | 632080.8101 | 469100.5032 | 162980.3069 |
Total P&L (%) | 724.7888 | 684.7381 | 40.0507 | 632.0808 | 469.1005 | 162.9803 |
Avg Daily Profit (%) | 0.2893 | 0.2733 | 0.016 | 0.0795 | 0.0694 | 0.0386 |
Buy And Hold Return (%) | 231.6917 | 231.6917 | 231.6917 | 231.6917 | 231.6917 | 231.6917 |
Max Trade Drawdown | -184338 | -119373 | -92245 | -386892 | -310042 | -127691 |
Profit Factor | 1.9454 | 2.6913 | 1.1107 | 1.5171 | 1.6765 | 1.3081 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 51.1111 | 46.2687 | 55.8824 | 51.1111 | 46.2687 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.8608 | 3.1254 | 0.8769 | 1.4511 | 1.9469 | 1.0327 |
Largest Winning Trade | 370055 | 370055 | 39605 | 316775 | 316775 | 124859 |
Largest Losing Trade | -56155 | -48301 | -56155 | -142532 | -142532 | -100927 |
Avg Bars in Trades | 54 | 62 | 47 | 54 | 62 | 47 |
Avg Bars in Winners | 62 | 69 | 57 | 62 | 69 | 57 |
Avg Bars in Losers | 46 | 56 | 33 | 46 | 56 | 33 |
Bars Traded | 7368 | 4164 | 3204 | 7368 | 4164 | 3204 |
Profit Streak | 0 | 45.435 | 0 | 0 | 45.435 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360011 | -107204 | -546118 | -87842 | -221631 | -415399 |
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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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