Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573719.8805 | 599936.8327 | -26216.9523 | 73016.487 | 145354.5131 | -72338.0261 |
Total P&L (%) | 573.7199 | 599.9368 | -26.217 | 73.0165 | 145.3545 | -72.338 |
Avg Daily Profit (%) | 0.3129 | 0.3272 | -0.0143 | 0.0299 | 0.049 | -0.0701 |
Buy And Hold Return (%) | 109.3615 | 109.3615 | 109.3615 | 109.3615 | 109.3615 | 109.3615 |
Max Trade Drawdown | -108194 | -85941 | -114381 | -779931 | -509154 | -697011 |
Profit Factor | 1.8402 | 2.9931 | 0.9313 | 1.0237 | 1.1031 | 0.9569 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 44.8276 | 41.0959 | 48.6111 | 44.8276 | 41.0959 | 48.6111 |
Ratio Avg Win / Avg Loss | 2.2649 | 4.2902 | 0.9846 | 1.2599 | 1.5811 | 1.0115 |
Largest Winning Trade | 556193 | 556193 | 56790 | 332948 | 332948 | 287169 |
Largest Losing Trade | -36757 | -27104 | -36757 | -176708 | -147621 | -176708 |
Avg Bars in Trades | 48 | 42 | 54 | 48 | 42 | 54 |
Avg Bars in Winners | 73 | 61 | 84 | 73 | 61 | 84 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 7068 | 3135 | 3933 | 7068 | 3135 | 3933 |
Profit Streak | 0 | 0 | 48.5872 | 0 | 0 | 48.5872 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349098 | -61588 | -660214 | -514850 | -372318 | -658547 |
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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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