Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498687.0494 | 437522.4339 | 61164.6155 | 370224.5134 | 655077.7385 | -284853.2251 |
Total P&L (%) | 498.687 | 437.5224 | 61.1646 | 370.2245 | 655.0777 | -284.8532 |
Avg Daily Profit (%) | 0.1993 | 0.1749 | 0.0245 | 0.0619 | 0.0808 | 0 |
Buy And Hold Return (%) | 14.966 | 14.966 | 14.966 | 14.966 | 14.966 | 14.966 |
Max Trade Drawdown | -135893 | -103324 | -78487 | -3739495 | -2258531 | -1827549 |
Profit Factor | 1.6513 | 2.0627 | 1.1728 | 1.0311 | 1.0981 | 0.9457 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 46.087 | 46.5517 | 45.614 | 46.087 | 46.5517 | 45.614 |
Ratio Avg Win / Avg Loss | 1.9318 | 2.3683 | 1.3984 | 1.2061 | 1.2608 | 1.1275 |
Largest Winning Trade | 129748 | 129748 | 43493 | 1208767 | 1208767 | 1055254 |
Largest Losing Trade | -38842 | -38842 | -31481 | -937457 | -937457 | -924156 |
Avg Bars in Trades | 61 | 39 | 84 | 61 | 39 | 84 |
Avg Bars in Winners | 87 | 45 | 130 | 87 | 45 | 130 |
Avg Bars in Losers | 40 | 34 | 45 | 40 | 34 | 45 |
Bars Traded | 7120 | 2319 | 4801 | 7120 | 2319 | 4801 |
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 | 342953 | -170068 | -374549 | -297849 | -378607 | -760872 |
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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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