Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611165.278 | 763503.9618 | -152338.6838 | -97814.4696 | 21585.6056 | -119400.0751 |
Total P&L (%) | 611.1653 | 763.504 | -152.3387 | -97.8145 | 21.5856 | -119.4001 |
Avg Daily Profit (%) | 0.2749 | 0.3434 | -0.0685 | -0.1718 | 0.0088 | 0 |
Buy And Hold Return (%) | 183.0382 | 183.0382 | 183.0382 | 183.0382 | 183.0382 | 183.0382 |
Max Trade Drawdown | -159383 | -93843 | -202128 | -127239 | -103541 | -129580 |
Profit Factor | 1.5836 | 2.6052 | 0.7335 | 0.862 | 1.0606 | 0.6617 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 46.2121 | 45.4545 | 46.9697 | 46.2121 | 45.4545 | 46.9697 |
Ratio Avg Win / Avg Loss | 1.8432 | 3.1262 | 0.8281 | 1.0034 | 1.2727 | 0.7471 |
Largest Winning Trade | 707825 | 707825 | 53541 | 113111 | 113111 | 28253 |
Largest Losing Trade | -96055 | -42546 | -96055 | -73009 | -48081 | -73009 |
Avg Bars in Trades | 48 | 43 | 54 | 48 | 43 | 54 |
Avg Bars in Winners | 50 | 40 | 59 | 50 | 40 | 59 |
Avg Bars in Losers | 47 | 45 | 50 | 47 | 45 | 50 |
Bars Traded | 6460 | 2843 | 3617 | 6460 | 2843 | 3617 |
Profit Streak | 36.9395 | 108.9395 | 36.9395 | 36.9395 | 108.9395 | 36.9395 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311859 | -113106 | -705870 | -579244 | -625982 | -705870 |
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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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