Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666842.4398 | 685829.8845 | -18987.4447 | 53140.8722 | 866604.9781 | -813464.1059 |
Total P&L (%) | 666.8424 | 685.8299 | -18.9874 | 53.1409 | 866.605 | -813.4641 |
Avg Daily Profit (%) | 0.3201 | 0.3292 | -0.0091 | 0.0205 | 0.109 | 0 |
Buy And Hold Return (%) | 54.3077 | 54.3077 | 54.3077 | 54.3077 | 54.3077 | 54.3077 |
Max Trade Drawdown | -134881 | -114043 | -155689 | -1274149 | -819493 | -915756 |
Profit Factor | 1.4909 | 2.1827 | 0.9756 | 1.0097 | 1.3874 | 0.7505 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 130 | 60 | 70 | 130 | 60 | 70 |
Losing Trades | 137 | 73 | 64 | 137 | 73 | 64 |
Profitability (%) | 48.6891 | 45.1128 | 52.2388 | 48.6891 | 45.1128 | 52.2388 |
Ratio Avg Win / Avg Loss | 1.5712 | 2.6557 | 0.892 | 1.064 | 1.688 | 0.6862 |
Largest Winning Trade | 308560 | 308560 | 81323 | 619739 | 619739 | 289958 |
Largest Losing Trade | -65635 | -49444 | -65635 | -673023 | -517346 | -673023 |
Avg Bars in Trades | 92 | 82 | 102 | 92 | 82 | 102 |
Avg Bars in Winners | 117 | 115 | 120 | 117 | 115 | 120 |
Avg Bars in Losers | 68 | 55 | 82 | 68 | 55 | 82 |
Bars Traded | 24646 | 10972 | 13674 | 24646 | 10972 | 13674 |
Profit Streak | 0 | 16.335 | 0 | 0 | 16.335 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443265 | 423656 | -580686 | -540311 | -46916 | -580686 |
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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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