Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345947.0308 | 315199.6885 | 30747.3423 | 203787.3578 | 137133.5616 | 66653.7962 |
Total P&L (%) | 345.947 | 315.1997 | 30.7473 | 203.7874 | 137.1336 | 66.6538 |
Avg Daily Profit (%) | 0.3321 | 0.3026 | 0.0295 | 0.1067 | 0.0829 | 0.049 |
Buy And Hold Return (%) | 133.8735 | 133.8735 | 133.8735 | 133.8735 | 133.8735 | 133.8735 |
Max Trade Drawdown | -61845 | -64938 | -13979 | -301737 | -331570 | -58981 |
Profit Factor | 1.9436 | 2.0536 | 1.4558 | 1.1787 | 1.1472 | 1.3195 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 50 | 45.7143 | 54.2857 | 50 | 45.7143 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.9436 | 2.4386 | 1.2259 | 1.1787 | 1.3623 | 1.1111 |
Largest Winning Trade | 311872 | 311872 | 8542 | 304539 | 304539 | 31715 |
Largest Losing Trade | -25587 | -25587 | -7016 | -142094 | -142094 | -29984 |
Avg Bars in Trades | 170 | 318 | 21 | 170 | 318 | 21 |
Avg Bars in Winners | 209 | 431 | 23 | 209 | 431 | 23 |
Avg Bars in Losers | 130 | 223 | 20 | 130 | 223 | 20 |
Bars Traded | 23827 | 22290 | 1537 | 23827 | 22290 | 1537 |
Profit Streak | 0 | 85.6732 | 0 | 0 | 85.6732 | 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 | 335930 | -87690 | -411539 | -84125 | -394600 | -386336 |
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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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