Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532105.5418 | 613531.609 | -81426.0671 | -70222.3059 | 35054.6027 | -105276.9086 |
Total P&L (%) | 532.1055 | 613.5316 | -81.4261 | -70.2223 | 35.0546 | -105.2769 |
Avg Daily Profit (%) | 0.2879 | 0.3319 | -0.0441 | -0.0655 | 0.0163 | 0 |
Buy And Hold Return (%) | 89.4772 | 89.4772 | 89.4772 | 89.4772 | 89.4772 | 89.4772 |
Max Trade Drawdown | -142574 | -69019 | -208850 | -74658 | -36238 | -72210 |
Profit Factor | 1.4872 | 2.4905 | 0.8803 | 0.8445 | 1.2115 | 0.6317 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 51.6779 | 46.6667 | 56.7568 | 51.6779 | 46.6667 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.3906 | 2.8463 | 0.6707 | 0.7897 | 1.3846 | 0.4813 |
Largest Winning Trade | 281606 | 281606 | 69026 | 38538 | 30851 | 38538 |
Largest Losing Trade | -75696 | -46664 | -75696 | -62587 | -29776 | -62587 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 41 | 38 | 43 | 41 | 38 | 43 |
Avg Bars in Losers | 31 | 29 | 34 | 31 | 29 | 34 |
Bars Traded | 5451 | 2529 | 2922 | 5451 | 2529 | 2922 |
Profit Streak | 0 | 0 | 135.657 | 0 | 0 | 135.657 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357350 | -44437 | -642698 | -580166 | -395615 | -642698 |
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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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