Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504589.507 | 468346.0418 | 36243.4652 | 160182.3396 | 212492.2228 | -52309.8832 |
Total P&L (%) | 504.5895 | 468.346 | 36.2435 | 160.1823 | 212.4922 | -52.3099 |
Avg Daily Profit (%) | 0.2784 | 0.2584 | 0.02 | 0.0528 | 0.0629 | -0.0408 |
Buy And Hold Return (%) | 112.0771 | 112.0771 | 112.0771 | 112.0771 | 112.0771 | 112.0771 |
Max Trade Drawdown | -134667 | -86738 | -113972 | -169772 | -130953 | -210937 |
Profit Factor | 1.7783 | 2.4067 | 1.1149 | 1.1495 | 1.3824 | 0.8987 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 52.1368 | 51.7241 | 52.5424 | 52.1368 | 51.7241 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.6325 | 2.2463 | 1.007 | 1.0552 | 1.2902 | 0.8117 |
Largest Winning Trade | 274321 | 274321 | 76172 | 209625 | 209625 | 111250 |
Largest Losing Trade | -44133 | -44133 | -32957 | -69315 | -69315 | -47370 |
Avg Bars in Trades | 27 | 28 | 25 | 27 | 28 | 25 |
Avg Bars in Winners | 31 | 25 | 38 | 31 | 25 | 38 |
Avg Bars in Losers | 22 | 32 | 12 | 22 | 32 | 12 |
Bars Traded | 3184 | 1660 | 1524 | 3184 | 1660 | 1524 |
Profit Streak | 0 | 78.8387 | 0 | 0 | 78.8387 | 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 | 402109 | -167948 | -602114 | -209957 | -294546 | -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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