Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672169.93 | 662474.9681 | 9694.9618 | 96061.0091 | 206025.4228 | -109964.4137 |
Total P&L (%) | 672.1699 | 662.475 | 9.695 | 96.061 | 206.0254 | -109.9644 |
Avg Daily Profit (%) | 0.37 | 0.3647 | 0.0053 | 0.0371 | 0.0616 | 0 |
Buy And Hold Return (%) | 209.9477 | 209.9477 | 209.9477 | 209.9477 | 209.9477 | 209.9477 |
Max Trade Drawdown | -122119 | -83222 | -113578 | -173474 | -115614 | -152027 |
Profit Factor | 1.8557 | 2.6762 | 1.0248 | 1.114 | 1.5087 | 0.7489 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 50.4 | 50 | 50.7937 | 50.4 | 50 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.8263 | 2.6762 | 0.9928 | 1.0963 | 1.5087 | 0.7255 |
Largest Winning Trade | 364710 | 364710 | 66300 | 188617 | 188617 | 71941 |
Largest Losing Trade | -40454 | -28596 | -40454 | -63268 | -44597 | -63268 |
Avg Bars in Trades | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Winners | 30 | 32 | 29 | 30 | 32 | 29 |
Avg Bars in Losers | 22 | 24 | 19 | 22 | 24 | 19 |
Bars Traded | 3313 | 1771 | 1542 | 3313 | 1771 | 1542 |
Profit Streak | 0 | 82.0796 | 0 | 0 | 82.0796 | 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 | 386714 | -140912 | -692636 | -403671 | -426480 | -727077 |
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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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