Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519811.556 | 532401.9293 | -12590.3733 | -37592.7408 | 798431.0337 | -836023.7746 |
Total P&L (%) | 519.8116 | 532.4019 | -12.5904 | -37.5927 | 798.431 | -836.0238 |
Avg Daily Profit (%) | 0.2855 | 0.2924 | -0.0069 | -0.0259 | 0.1206 | 0 |
Buy And Hold Return (%) | 127.1085 | 127.1085 | 127.1085 | 127.1085 | 127.1085 | 127.1085 |
Max Trade Drawdown | -186174 | -78387 | -188197 | -2519057 | -1779931 | -2515011 |
Profit Factor | 1.7554 | 2.7771 | 0.9676 | 0.9944 | 1.2422 | 0.7538 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 52.1368 | 54.2373 | 50 | 52.1368 | 54.2373 | 50 |
Ratio Avg Win / Avg Loss | 1.6116 | 2.3432 | 0.9676 | 0.9129 | 1.0481 | 0.7538 |
Largest Winning Trade | 399382 | 399382 | 49219 | 1164589 | 1164589 | 578023 |
Largest Losing Trade | -86110 | -44049 | -86110 | -1787133 | -981030 | -1787133 |
Avg Bars in Trades | 28 | 30 | 27 | 28 | 30 | 27 |
Avg Bars in Winners | 29 | 34 | 25 | 29 | 34 | 25 |
Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
Bars Traded | 3365 | 1777 | 1588 | 3365 | 1777 | 1588 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389488 | -164058 | -760555 | -579912 | -208419 | -760555 |
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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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