Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714410.674 | 733872.2062 | -19461.5323 | 222665.3334 | 728724.0886 | -506058.7552 |
Total P&L (%) | 714.4107 | 733.8722 | -19.4615 | 222.6653 | 728.7241 | -506.0588 |
Avg Daily Profit (%) | 0.3857 | 0.3962 | -0.0105 | 0.0633 | 0.1142 | 0 |
Buy And Hold Return (%) | 118.8226 | 118.8226 | 118.8226 | 118.8226 | 118.8226 | 118.8226 |
Max Trade Drawdown | -156473 | -110374 | -182578 | -966920 | -510502 | -995660 |
Profit Factor | 1.7081 | 2.558 | 0.9638 | 1.0568 | 1.4092 | 0.7635 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 42.5 | 41.6667 | 43.3333 | 42.5 | 41.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.311 | 3.5811 | 1.2604 | 1.4298 | 1.9728 | 0.9984 |
Largest Winning Trade | 195787 | 195787 | 69396 | 584535 | 584535 | 271337 |
Largest Losing Trade | -42576 | -37509 | -42576 | -411816 | -248440 | -411816 |
Avg Bars in Trades | 59 | 63 | 55 | 59 | 63 | 55 |
Avg Bars in Winners | 89 | 95 | 84 | 89 | 95 | 84 |
Avg Bars in Losers | 37 | 41 | 33 | 37 | 41 | 33 |
Bars Traded | 7162 | 3830 | 3332 | 7162 | 3830 | 3332 |
Profit Streak | 0 | 0 | 36.7872 | 0 | 0 | 36.7872 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345789 | -158656 | -750340 | -276836 | -211491 | -752006 |
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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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