Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711301.5727 | 674184.2617 | 37117.3111 | 666122.5583 | 855684.1646 | -189561.6063 |
Total P&L (%) | 711.3016 | 674.1843 | 37.1173 | 666.1226 | 855.6842 | -189.5616 |
Avg Daily Profit (%) | 0.387 | 0.3668 | 0.0202 | 0.1108 | 0.1229 | 0 |
Buy And Hold Return (%) | 168.3804 | 168.3804 | 168.3804 | 168.3804 | 168.3804 | 168.3804 |
Max Trade Drawdown | -102566 | -73945 | -75911 | -1619370 | -760428 | -1225143 |
Profit Factor | 2.186 | 3.4628 | 1.1139 | 1.1662 | 1.5184 | 0.9196 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 51.8248 | 52.1739 | 51.4706 | 51.8248 | 52.1739 | 51.4706 |
Ratio Avg Win / Avg Loss | 2.032 | 3.1743 | 1.0502 | 1.084 | 1.3919 | 0.8671 |
Largest Winning Trade | 552921 | 552921 | 55514 | 829256 | 601785 | 829256 |
Largest Losing Trade | -39914 | -33338 | -39914 | -848353 | -203290 | -848353 |
Avg Bars in Trades | 38 | 37 | 40 | 38 | 37 | 40 |
Avg Bars in Winners | 53 | 49 | 57 | 53 | 49 | 57 |
Avg Bars in Losers | 23 | 23 | 22 | 23 | 23 | 22 |
Bars Traded | 5303 | 2560 | 2743 | 5303 | 2560 | 2743 |
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 | 445383 | -87530 | -535938 | -84008 | -129800 | -689767 |
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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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