Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532231.8977 | 479615.122 | 52616.7757 | 263358.1141 | 268199.4258 | -4841.3117 |
Total P&L (%) | 532.2319 | 479.6151 | 52.6168 | 263.3581 | 268.1994 | -4.8413 |
Avg Daily Profit (%) | 0.2933 | 0.2643 | 0.029 | 0.0711 | 0.0719 | -0.0027 |
Buy And Hold Return (%) | 177.9656 | 177.9656 | 177.9656 | 177.9656 | 177.9656 | 177.9656 |
Max Trade Drawdown | -133791 | -78137 | -113748 | -216508 | -182883 | -211849 |
Profit Factor | 1.8595 | 2.5014 | 1.1755 | 1.2071 | 1.4019 | 0.992 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 52.9915 | 53.4483 | 52.5424 | 52.9915 | 53.4483 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.6495 | 2.1786 | 1.0617 | 1.0708 | 1.221 | 0.896 |
Largest Winning Trade | 274321 | 274321 | 76172 | 270425 | 270425 | 155366 |
Largest Losing Trade | -43824 | -43824 | -32957 | -96802 | -96802 | -66155 |
Avg Bars in Trades | 27 | 28 | 25 | 27 | 28 | 25 |
Avg Bars in Winners | 31 | 24 | 38 | 31 | 24 | 38 |
Avg Bars in Losers | 22 | 32 | 12 | 22 | 32 | 12 |
Bars Traded | 3184 | 1658 | 1526 | 3184 | 1658 | 1526 |
Profit Streak | 0 | 80.5632 | 0 | 0 | 80.5632 | 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 | 367961 | -168811 | -523467 | -113971 | -284828 | -756851 |
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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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