Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726819.7429 | 741236.1614 | -14416.4185 | 138133.006 | 1393819.0934 | -1255686.0874 |
Total P&L (%) | 726.8197 | 741.2362 | -14.4164 | 138.133 | 1393.8191 | -1255.6861 |
Avg Daily Profit (%) | 0.349 | 0.3559 | -0.0069 | 0.0417 | 0.1299 | 0 |
Buy And Hold Return (%) | 112.3167 | 112.3167 | 112.3167 | 112.3167 | 112.3167 | 112.3167 |
Max Trade Drawdown | -179503 | -143979 | -172446 | -1876975 | -973641 | -1518148 |
Profit Factor | 1.6958 | 2.3224 | 0.9702 | 1.0278 | 1.55 | 0.4856 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 39.8438 | 39.0625 | 40.625 | 39.8438 | 39.0625 | 40.625 |
Ratio Avg Win / Avg Loss | 2.5604 | 3.623 | 1.418 | 1.5517 | 2.418 | 0.7097 |
Largest Winning Trade | 237189 | 237189 | 62268 | 1300192 | 1300192 | 163833 |
Largest Losing Trade | -49165 | -49165 | -38263 | -559460 | -470514 | -559460 |
Avg Bars in Trades | 193 | 212 | 174 | 193 | 212 | 174 |
Avg Bars in Winners | 324 | 376 | 274 | 324 | 376 | 274 |
Avg Bars in Losers | 106 | 108 | 105 | 106 | 108 | 105 |
Bars Traded | 24775 | 13629 | 11146 | 24775 | 13629 | 11146 |
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 | 308222 | -130185 | -722215 | -423995 | -160146 | -723881 |
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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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