Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765412.5565 | 727360.9647 | 38051.5917 | 704369.0058 | 2904756.5634 | -2200387.5576 |
Total P&L (%) | 765.4126 | 727.361 | 38.0516 | 704.369 | 2904.7566 | -2200.3876 |
Avg Daily Profit (%) | 0.3675 | 0.3493 | 0.0183 | 0.1002 | 0.1635 | 0 |
Buy And Hold Return (%) | 118.0723 | 118.0723 | 118.0723 | 118.0723 | 118.0723 | 118.0723 |
Max Trade Drawdown | -213672 | -162150 | -150089 | -3625383 | -2007116 | -2864516 |
Profit Factor | 1.8021 | 2.4887 | 1.0817 | 1.0654 | 1.5348 | 0.5876 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 44.0945 | 39.0625 | 49.2063 | 44.0945 | 39.0625 | 49.2063 |
Ratio Avg Win / Avg Loss | 2.2848 | 3.8824 | 1.1166 | 1.3508 | 2.3942 | 0.6066 |
Largest Winning Trade | 188529 | 188529 | 65916 | 2488148 | 2488148 | 325934 |
Largest Losing Trade | -47261 | -47261 | -32901 | -1033312 | -692828 | -1033312 |
Avg Bars in Trades | 193 | 182 | 205 | 193 | 182 | 205 |
Avg Bars in Winners | 324 | 333 | 316 | 324 | 333 | 316 |
Avg Bars in Losers | 91 | 84 | 99 | 91 | 84 | 99 |
Bars Traded | 24637 | 11660 | 12977 | 24637 | 11660 | 12977 |
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 | 380998 | -130214 | -611851 | -210056 | -133355 | -727766 |
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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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