Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517800.364 | 450142.7834 | 67657.5806 | 984509.023 | 648518.5938 | 335990.4292 |
Total P&L (%) | 517.8004 | 450.1428 | 67.6576 | 984.509 | 648.5186 | 335.9904 |
Avg Daily Profit (%) | 0.2069 | 0.1798 | 0.027 | 0.0953 | 0.0805 | 0.0588 |
Buy And Hold Return (%) | 216.4695 | 216.4695 | 216.4695 | 216.4695 | 216.4695 | 216.4695 |
Max Trade Drawdown | -80934 | -77651 | -26596 | -573367 | -547686 | -158352 |
Profit Factor | 2.3436 | 2.6658 | 1.5875 | 1.4257 | 1.3825 | 1.5442 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 56.4516 | 54.8387 | 58.0645 | 56.4516 | 54.8387 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.8079 | 2.1953 | 1.1466 | 1.0998 | 1.1385 | 1.1152 |
Largest Winning Trade | 310310 | 310310 | 18281 | 509927 | 509927 | 123265 |
Largest Losing Trade | -46074 | -46074 | -19458 | -269218 | -269218 | -114037 |
Avg Bars in Trades | 57 | 106 | 8 | 57 | 106 | 8 |
Avg Bars in Winners | 58 | 111 | 9 | 58 | 111 | 9 |
Avg Bars in Losers | 55 | 99 | 8 | 55 | 99 | 8 |
Bars Traded | 7125 | 6580 | 545 | 7125 | 6580 | 545 |
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 | 340186 | -147378 | -473558 | -65067 | -241198 | -275502 |
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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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