Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767971.3723 | 782198.1998 | -14226.8275 | 163494.992 | 151343.3522 | 12151.6397 |
Total P&L (%) | 767.9714 | 782.1982 | -14.2268 | 163.495 | 151.3434 | 12.1516 |
Avg Daily Profit (%) | 0.4178 | 0.4255 | -0.0077 | 0.0527 | 0.0502 | 0.0062 |
Buy And Hold Return (%) | 224.1167 | 224.1167 | 224.1167 | 224.1167 | 224.1167 | 224.1167 |
Max Trade Drawdown | -133956 | -120109 | -88954 | -137880 | -156686 | -78699 |
Profit Factor | 2.2249 | 3.5893 | 0.9562 | 1.2409 | 1.4245 | 1.0377 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 43.3071 | 42.1875 | 44.4444 | 43.3071 | 42.1875 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.9126 | 4.9186 | 1.1953 | 1.6245 | 1.9521 | 1.2972 |
Largest Winning Trade | 728560 | 728560 | 51086 | 145376 | 145376 | 70435 |
Largest Losing Trade | -51942 | -30742 | -51942 | -49742 | -40557 | -49742 |
Avg Bars in Trades | 55 | 54 | 55 | 55 | 54 | 55 |
Avg Bars in Winners | 89 | 86 | 91 | 89 | 86 | 91 |
Avg Bars in Losers | 29 | 31 | 27 | 29 | 31 | 27 |
Bars Traded | 7045 | 3519 | 3526 | 7045 | 3519 | 3526 |
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 | 328873 | -128446 | -728229 | -289722 | -432257 | -678413 |
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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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