Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568439.7353 | 609267.9509 | -40828.2156 | 144725.2186 | 832538.0735 | -687812.855 |
Total P&L (%) | 568.4397 | 609.268 | -40.8282 | 144.7252 | 832.5381 | -687.8129 |
Avg Daily Profit (%) | 0.3075 | 0.3296 | -0.0221 | 0.0484 | 0.1209 | 0 |
Buy And Hold Return (%) | 68.3153 | 68.3153 | 68.3153 | 68.3153 | 68.3153 | 68.3153 |
Max Trade Drawdown | -135695 | -76268 | -135714 | -1143599 | -626196 | -1025192 |
Profit Factor | 1.7003 | 2.8048 | 0.9139 | 1.0294 | 1.4114 | 0.7632 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 45.3237 | 44.2857 | 46.3768 | 45.3237 | 44.2857 | 46.3768 |
Ratio Avg Win / Avg Loss | 2.0512 | 3.5286 | 1.0567 | 1.2418 | 1.7756 | 0.8825 |
Largest Winning Trade | 288822 | 288822 | 77234 | 620461 | 620461 | 424623 |
Largest Losing Trade | -57629 | -29673 | -57629 | -651713 | -270467 | -651713 |
Avg Bars in Trades | 38 | 38 | 39 | 38 | 38 | 39 |
Avg Bars in Winners | 56 | 52 | 59 | 56 | 52 | 59 |
Avg Bars in Losers | 24 | 27 | 21 | 24 | 27 | 21 |
Bars Traded | 5377 | 2673 | 2704 | 5377 | 2673 | 2704 |
Profit Streak | 0 | 0 | 11.773 | 0 | 0 | 11.773 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386218 | -82181 | -681851 | -324008 | -126033 | -683517 |
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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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