Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553227.489 | 545220.1776 | 8007.3114 | 823229.2793 | 1428104.3533 | -604875.074 |
Total P&L (%) | 553.2275 | 545.2202 | 8.0073 | 823.2293 | 1428.1044 | -604.8751 |
Avg Daily Profit (%) | 0.2986 | 0.2942 | 0.0043 | 0.12 | 0.1473 | 0 |
Buy And Hold Return (%) | 112.8334 | 112.8334 | 112.8334 | 112.8334 | 112.8334 | 112.8334 |
Max Trade Drawdown | -152271 | -80109 | -146971 | -809077 | -351085 | -1072737 |
Profit Factor | 1.6507 | 2.7491 | 1.0149 | 1.2089 | 2.0491 | 0.7656 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Losing Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Profitability (%) | 47.5524 | 52.7778 | 42.2535 | 47.5524 | 52.7778 | 42.2535 |
Ratio Avg Win / Avg Loss | 1.8206 | 2.4597 | 1.387 | 1.3333 | 1.8334 | 1.0463 |
Largest Winning Trade | 108020 | 108020 | 77178 | 342585 | 342585 | 330273 |
Largest Losing Trade | -49905 | -49905 | -31346 | -228592 | -148967 | -228592 |
Avg Bars in Trades | 24 | 11 | 37 | 24 | 11 | 37 |
Avg Bars in Winners | 36 | 13 | 64 | 36 | 13 | 64 |
Avg Bars in Losers | 13 | 8 | 17 | 13 | 8 | 17 |
Bars Traded | 3443 | 801 | 2642 | 3443 | 801 | 2642 |
Profit Streak | 0 | 0 | 131.8961 | 0 | 0 | 131.8961 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370481 | -65936 | -646003 | -33126 | -70698 | -668122 |
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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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