Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 566030.5075 | 538150.7901 | 27879.7174 | 143115.7643 | 227858.2417 | -84742.4774 |
Total P&L (%) | 566.0305 | 538.1508 | 27.8797 | 143.1158 | 227.8582 | -84.7425 |
Avg Daily Profit (%) | 0.3099 | 0.2946 | 0.0153 | 0.0487 | 0.065 | -0.1029 |
Buy And Hold Return (%) | 141.098 | 141.098 | 141.098 | 141.098 | 141.098 | 141.098 |
Max Trade Drawdown | -146229 | -89768 | -92520 | -269625 | -189942 | -124664 |
Profit Factor | 1.7159 | 2.3492 | 1.0712 | 1.1533 | 1.502 | 0.8234 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 49.6 | 46.7742 | 52.381 | 49.6 | 46.7742 | 52.381 |
Ratio Avg Win / Avg Loss | 1.7436 | 2.6733 | 0.9738 | 1.1719 | 1.7092 | 0.7485 |
Largest Winning Trade | 342848 | 342848 | 67507 | 149201 | 149201 | 59080 |
Largest Losing Trade | -50408 | -50408 | -41518 | -68954 | -68954 | -59277 |
Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Winners | 31 | 29 | 32 | 31 | 29 | 32 |
Avg Bars in Losers | 21 | 26 | 17 | 21 | 26 | 17 |
Bars Traded | 3317 | 1725 | 1592 | 3317 | 1725 | 1592 |
Profit Streak | 0 | 112.7872 | 0 | 0 | 112.7872 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376951 | -142797 | -628243 | -340728 | -266856 | -726871 |
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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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