Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632367.8478 | 717310.787 | -84942.9392 | 41286.7035 | 513648.0976 | -472361.3941 |
Total P&L (%) | 632.3678 | 717.3108 | -84.9429 | 41.2867 | 513.6481 | -472.3614 |
Avg Daily Profit (%) | 0.2925 | 0.3318 | -0.0393 | 0.016 | 0.084 | 0 |
Buy And Hold Return (%) | 202.2088 | 202.2088 | 202.2088 | 202.2088 | 202.2088 | 202.2088 |
Max Trade Drawdown | -189948 | -135172 | -164471 | -1208958 | -896062 | -699371 |
Profit Factor | 1.7655 | 3.1278 | 0.8263 | 1.0127 | 1.3314 | 0.7231 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 49.1935 | 50 | 48.3871 | 49.1935 | 50 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.8234 | 3.1278 | 0.8814 | 1.0459 | 1.3314 | 0.7713 |
Largest Winning Trade | 365565 | 365565 | 80631 | 976360 | 976360 | 164682 |
Largest Losing Trade | -55351 | -31590 | -55351 | -335859 | -293997 | -335859 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 43 | 47 | 39 | 43 | 47 | 39 |
Avg Bars in Losers | 21 | 13 | 29 | 21 | 13 | 29 |
Bars Traded | 3992 | 1883 | 2109 | 3992 | 1883 | 2109 |
Profit Streak | 0 | 0 | 46.3022 | 0 | 0 | 46.3022 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330957 | -141664 | -735027 | -543832 | -237879 | -735027 |
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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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