Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604654.8273 | 629230.6103 | -24575.783 | 221574.784 | 348750.5211 | -127175.7371 |
Total P&L (%) | 604.6548 | 629.2306 | -24.5758 | 221.5748 | 348.7505 | -127.1757 |
Avg Daily Profit (%) | 0.3256 | 0.3389 | -0.0132 | 0.0629 | 0.0809 | 0 |
Buy And Hold Return (%) | 134.6999 | 134.6999 | 134.6999 | 134.6999 | 134.6999 | 134.6999 |
Max Trade Drawdown | -169115 | -104469 | -182929 | -293748 | -231100 | -270651 |
Profit Factor | 1.6354 | 2.4567 | 0.9527 | 1.1603 | 1.5637 | 0.8334 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 44.0559 | 44.4444 | 43.662 | 44.0559 | 44.4444 | 43.662 |
Ratio Avg Win / Avg Loss | 2.0766 | 3.0709 | 1.2293 | 1.4734 | 1.9547 | 1.0754 |
Largest Winning Trade | 216912 | 216912 | 83113 | 183492 | 183492 | 161610 |
Largest Losing Trade | -54696 | -33846 | -54696 | -134560 | -68412 | -134560 |
Avg Bars in Trades | 76 | 76 | 75 | 76 | 76 | 75 |
Avg Bars in Winners | 110 | 109 | 112 | 110 | 109 | 112 |
Avg Bars in Losers | 48 | 50 | 47 | 48 | 50 | 47 |
Bars Traded | 10901 | 5525 | 5376 | 10901 | 5525 | 5376 |
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 | 305545 | -69337 | -668534 | -164273 | -167247 | -668534 |
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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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