Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557037.984 | 585996.3908 | -28958.4068 | -7663.9092 | 112255.5867 | -119919.4959 |
Total P&L (%) | 557.038 | 585.9964 | -28.9584 | -7.6639 | 112.2556 | -119.9195 |
Avg Daily Profit (%) | 0.3053 | 0.3212 | -0.0159 | -0.0044 | 0.0413 | 0 |
Buy And Hold Return (%) | 201.3981 | 201.3981 | 201.3981 | 201.3981 | 201.3981 | 201.3981 |
Max Trade Drawdown | -122119 | -99939 | -116896 | -119316 | -90021 | -136167 |
Profit Factor | 1.6832 | 2.4301 | 0.9286 | 0.9883 | 1.3652 | 0.6527 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 49.5868 | 48.3333 | 50.8197 | 49.5868 | 48.3333 | 50.8197 |
Ratio Avg Win / Avg Loss | 1.7113 | 2.5977 | 0.8986 | 1.0047 | 1.4594 | 0.6317 |
Largest Winning Trade | 343846 | 343846 | 68967 | 118944 | 118944 | 33306 |
Largest Losing Trade | -38914 | -33949 | -38914 | -41016 | -34863 | -41016 |
Avg Bars in Trades | 27 | 28 | 25 | 27 | 28 | 25 |
Avg Bars in Winners | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Losers | 23 | 27 | 19 | 23 | 27 | 19 |
Bars Traded | 3312 | 1738 | 1574 | 3312 | 1738 | 1574 |
Profit Streak | 0 | 90.2026 | 0 | 0 | 90.2026 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332844 | -157634 | -742074 | -578673 | -471236 | -742074 |
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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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