Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657057.7747 | 650327.546 | 6730.2287 | 321810.07 | 435189.3296 | -113379.2596 |
Total P&L (%) | 657.0578 | 650.3275 | 6.7302 | 321.8101 | 435.1893 | -113.3793 |
Avg Daily Profit (%) | 0.3565 | 0.3528 | 0.0037 | 0.0781 | 0.091 | 0 |
Buy And Hold Return (%) | 270.2114 | 270.2114 | 270.2114 | 270.2114 | 270.2114 | 270.2114 |
Max Trade Drawdown | -92782 | -89778 | -71640 | -713452 | -378210 | -564660 |
Profit Factor | 1.9767 | 3.018 | 1.0192 | 1.1276 | 1.3628 | 0.9143 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Losing Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Profitability (%) | 48.2517 | 51.3889 | 45.0704 | 48.2517 | 51.3889 | 45.0704 |
Ratio Avg Win / Avg Loss | 2.1199 | 2.8549 | 1.2422 | 1.2093 | 1.2891 | 1.1143 |
Largest Winning Trade | 552921 | 552921 | 54096 | 398540 | 312416 | 398540 |
Largest Losing Trade | -33338 | -33338 | -31082 | -255056 | -111604 | -255056 |
Avg Bars in Trades | 37 | 35 | 38 | 37 | 35 | 38 |
Avg Bars in Winners | 52 | 45 | 60 | 52 | 45 | 60 |
Avg Bars in Losers | 22 | 25 | 20 | 22 | 25 | 20 |
Bars Traded | 5302 | 2551 | 2751 | 5302 | 2551 | 2751 |
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 | 317431 | -68346 | -641994 | -275504 | -159711 | -667986 |
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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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