Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661845.3826 | 633783.4142 | 28061.9684 | 172331.7602 | 336723.6038 | -164391.8436 |
Total P&L (%) | 661.8454 | 633.7834 | 28.062 | 172.3318 | 336.7236 | -164.3918 |
Avg Daily Profit (%) | 0.3634 | 0.3479 | 0.0154 | 0.055 | 0.081 | 0 |
Buy And Hold Return (%) | 126.8043 | 126.8043 | 126.8043 | 126.8043 | 126.8043 | 126.8043 |
Max Trade Drawdown | -122119 | -82525 | -86901 | -446921 | -312036 | -251001 |
Profit Factor | 1.849 | 2.5738 | 1.0745 | 1.097 | 1.3726 | 0.8115 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 51.9685 | 49.2063 | 54.6875 | 51.9685 | 49.2063 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.709 | 2.6568 | 0.8903 | 1.0139 | 1.4169 | 0.6724 |
Largest Winning Trade | 346300 | 346300 | 68967 | 428468 | 428468 | 106181 |
Largest Losing Trade | -35533 | -32976 | -35533 | -137919 | -110551 | -137919 |
Avg Bars in Trades | 26 | 27 | 24 | 26 | 27 | 24 |
Avg Bars in Winners | 28 | 28 | 29 | 28 | 28 | 29 |
Avg Bars in Losers | 22 | 27 | 18 | 22 | 27 | 18 |
Bars Traded | 3310 | 1749 | 1561 | 3310 | 1749 | 1561 |
Profit Streak | 0 | 87.1867 | 0 | 0 | 87.1867 | 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 | 454516 | -132429 | -616610 | -286440 | -233051 | -719072 |
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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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