Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414034.1946 | 374111.5627 | 39922.632 | -19318.5059 | 826907.3562 | -846225.8621 |
Total P&L (%) | 414.0342 | 374.1116 | 39.9226 | -19.3185 | 826.9074 | -846.2259 |
Avg Daily Profit (%) | 0.2409 | 0.2177 | 0.0232 | -0.0125 | 0.1297 | 0 |
Buy And Hold Return (%) | 118.4265 | 118.4265 | 118.4265 | 118.4265 | 118.4265 | 118.4265 |
Max Trade Drawdown | -167018 | -85072 | -105921 | -1189209 | -75838 | -1144081 |
Profit Factor | 1.7202 | 2.4567 | 1.1255 | 0.988 | 4.4515 | 0.3839 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 73 | 29 | 44 | 73 | 29 | 44 |
Losing Trades | 61 | 38 | 23 | 61 | 38 | 23 |
Profitability (%) | 54.4776 | 43.2836 | 65.6716 | 54.4776 | 43.2836 | 65.6716 |
Ratio Avg Win / Avg Loss | 1.4375 | 3.2192 | 0.5883 | 0.8256 | 5.833 | 0.2007 |
Largest Winning Trade | 171930 | 171930 | 55020 | 349505 | 349505 | 134522 |
Largest Losing Trade | -91683 | -37103 | -91683 | -1130872 | -62479 | -1130872 |
Avg Bars in Trades | 48 | 50 | 46 | 48 | 50 | 46 |
Avg Bars in Winners | 59 | 65 | 56 | 59 | 65 | 56 |
Avg Bars in Losers | 35 | 40 | 27 | 35 | 40 | 27 |
Bars Traded | 6509 | 3415 | 3094 | 6509 | 3415 | 3094 |
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 | 301875 | -110085 | -526372 | -579842 | -131705 | -695426 |
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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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