Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692902.3634 | 705042.6429 | -12140.2795 | 203207.0802 | 432083.2282 | -228876.148 |
Total P&L (%) | 692.9024 | 705.0426 | -12.1403 | 203.2071 | 432.0832 | -228.8761 |
Avg Daily Profit (%) | 0.3771 | 0.3837 | -0.0066 | 0.0604 | 0.091 | 0 |
Buy And Hold Return (%) | 134.8821 | 134.8821 | 134.8821 | 134.8821 | 134.8821 | 134.8821 |
Max Trade Drawdown | -107308 | -70608 | -101655 | -1051121 | -591914 | -847229 |
Profit Factor | 2.2604 | 3.8507 | 0.9599 | 1.0554 | 1.2474 | 0.8808 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 34.1176 | 32.5581 | 35.7143 | 34.1176 | 32.5581 | 35.7143 |
Ratio Avg Win / Avg Loss | 4.3649 | 7.9765 | 1.7277 | 2.0381 | 2.5838 | 1.5854 |
Largest Winning Trade | 654700 | 654700 | 55514 | 566179 | 566179 | 351645 |
Largest Losing Trade | -32037 | -27051 | -32037 | -267464 | -267464 | -204740 |
Avg Bars in Trades | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Winners | 131 | 123 | 138 | 131 | 123 | 138 |
Avg Bars in Losers | 26 | 30 | 23 | 26 | 30 | 23 |
Bars Traded | 5306 | 2603 | 2703 | 5306 | 2603 | 2703 |
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 | 239848 | 311243 | -583512 | -286882 | -80253 | -583512 |
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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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