Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331714.7166 | 351138.0903 | -19423.3738 | 75175.0207 | 158630.6158 | -83455.5951 |
Total P&L (%) | 331.7147 | 351.1381 | -19.4234 | 75.175 | 158.6306 | -83.4556 |
Avg Daily Profit (%) | 0.3184 | 0.3371 | -0.0186 | 0.0538 | 0.0913 | -0.1726 |
Buy And Hold Return (%) | 55.2388 | 55.2388 | 55.2388 | 55.2388 | 55.2388 | 55.2388 |
Max Trade Drawdown | -120394 | -86170 | -45746 | -431493 | -302200 | -134892 |
Profit Factor | 1.7294 | 2.088 | 0.8529 | 1.0666 | 1.1976 | 0.7435 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 46.0993 | 42.8571 | 49.2958 | 46.0993 | 42.8571 | 49.2958 |
Ratio Avg Win / Avg Loss | 2.0221 | 2.7839 | 0.8772 | 1.2471 | 1.5968 | 0.7647 |
Largest Winning Trade | 350957 | 350957 | 10479 | 391093 | 391093 | 29201 |
Largest Losing Trade | -29031 | -29031 | -12752 | -121826 | -121826 | -58406 |
Avg Bars in Trades | 172 | 297 | 50 | 172 | 297 | 50 |
Avg Bars in Winners | 244 | 460 | 58 | 244 | 460 | 58 |
Avg Bars in Losers | 112 | 175 | 41 | 112 | 175 | 41 |
Bars Traded | 24385 | 20825 | 3560 | 24385 | 20825 | 3560 |
Profit Streak | 0 | 109.5356 | 0 | 0 | 109.5356 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363763 | -83944 | -668009 | -322892 | -172673 | -668009 |
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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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