Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409615.0775 | 440056.8911 | -30441.8136 | -37085.8884 | -28441.8544 | -8644.034 |
Total P&L (%) | 409.6151 | 440.0569 | -30.4418 | -37.0859 | -28.4419 | -8.644 |
Avg Daily Profit (%) | 0.1637 | 0.1759 | -0.0122 | -0.0185 | -0.0134 | -0.0036 |
Buy And Hold Return (%) | 19.9225 | 19.9225 | 19.9225 | 19.9225 | 19.9225 | 19.9225 |
Max Trade Drawdown | -107907 | -102131 | -74815 | -212497 | -201303 | -80303 |
Profit Factor | 1.6254 | 2.1738 | 0.8913 | 0.9527 | 0.9405 | 0.9718 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 47.619 | 47.619 | 47.619 | 47.619 | 47.619 | 47.619 |
Ratio Avg Win / Avg Loss | 1.788 | 2.3912 | 0.9804 | 1.048 | 1.0345 | 1.069 |
Largest Winning Trade | 512408 | 512408 | 30757 | 124319 | 124319 | 41623 |
Largest Losing Trade | -43256 | -43256 | -38266 | -80303 | -62764 | -80303 |
Avg Bars in Trades | 57 | 58 | 57 | 57 | 58 | 57 |
Avg Bars in Winners | 81 | 82 | 81 | 81 | 82 | 81 |
Avg Bars in Losers | 35 | 36 | 35 | 35 | 36 | 35 |
Bars Traded | 7270 | 3670 | 3600 | 7270 | 3670 | 3600 |
Profit Streak | 0 | 0 | 36.601 | 0 | 0 | 36.601 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352680 | -136055 | -727840 | -579703 | -726717 | -726173 |
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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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