Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424572.408 | 387319.8237 | 37252.5844 | 103615.2101 | 985219.966 | -881604.7559 |
Total P&L (%) | 424.5724 | 387.3198 | 37.2526 | 103.6152 | 985.22 | -881.6048 |
Avg Daily Profit (%) | 0.2217 | 0.2023 | 0.0195 | 0.0371 | 0.1246 | 0 |
Buy And Hold Return (%) | 25.7185 | 25.7185 | 25.7185 | 25.7185 | 25.7185 | 25.7185 |
Max Trade Drawdown | -120702 | -99360 | -131244 | -1659486 | -678550 | -1436590 |
Profit Factor | 1.5438 | 2.0755 | 1.0886 | 1.0165 | 1.3703 | 0.7569 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Losing Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Profitability (%) | 51.049 | 54.1667 | 47.8873 | 51.049 | 54.1667 | 47.8873 |
Ratio Avg Win / Avg Loss | 1.4804 | 1.7562 | 1.1846 | 0.9747 | 1.1595 | 0.8237 |
Largest Winning Trade | 265581 | 265581 | 57155 | 768501 | 768501 | 295591 |
Largest Losing Trade | -39736 | -39736 | -33824 | -411283 | -397967 | -411283 |
Avg Bars in Trades | 39 | 33 | 46 | 39 | 33 | 46 |
Avg Bars in Winners | 50 | 38 | 64 | 50 | 38 | 64 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 5671 | 2380 | 3291 | 5671 | 2380 | 3291 |
Profit Streak | 0 | 0 | 35.7383 | 0 | 0 | 35.7383 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356230 | -67053 | -403000 | -349030 | -104371 | -667566 |
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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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