Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520850.4789 | 554556.0899 | -33705.6111 | 81801.6888 | 1154924.6422 | -1073122.9535 |
Total P&L (%) | 520.8505 | 554.5561 | -33.7056 | 81.8017 | 1154.9246 | -1073.123 |
Avg Daily Profit (%) | 0.2389 | 0.2544 | -0.0155 | 0.0274 | 0.1161 | 0 |
Buy And Hold Return (%) | 126.5356 | 126.5356 | 126.5356 | 126.5356 | 126.5356 | 126.5356 |
Max Trade Drawdown | -242484 | -183460 | -77799 | -4592264 | -3687427 | -1419692 |
Profit Factor | 1.6642 | 1.9408 | 0.827 | 1.0079 | 1.1475 | 0.5668 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 49.2308 | 52.3077 | 46.1538 | 49.2308 | 52.3077 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.7162 | 1.7695 | 0.9648 | 1.0394 | 1.0462 | 0.6612 |
Largest Winning Trade | 187994 | 187994 | 19527 | 1137839 | 1137839 | 226134 |
Largest Losing Trade | -67533 | -67533 | -16675 | -1641685 | -1641685 | -385803 |
Avg Bars in Trades | 48 | 93 | 4 | 48 | 93 | 4 |
Avg Bars in Winners | 47 | 85 | 4 | 47 | 85 | 4 |
Avg Bars in Losers | 50 | 102 | 3 | 50 | 102 | 3 |
Bars Traded | 6359 | 6097 | 262 | 6359 | 6097 | 262 |
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 | 340166 | -121074 | -713954 | -533772 | -227255 | -713954 |
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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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