Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442657.1186 | 394689.896 | 47967.2226 | 122839.7532 | 465392.1778 | -342552.4246 |
Total P&L (%) | 442.6571 | 394.6899 | 47.9672 | 122.8398 | 465.3922 | -342.5524 |
Avg Daily Profit (%) | 0.2414 | 0.2152 | 0.0262 | 0.0437 | 0.0945 | 0 |
Buy And Hold Return (%) | 113.3707 | 113.3707 | 113.3707 | 113.3707 | 113.3707 | 113.3707 |
Max Trade Drawdown | -157141 | -93161 | -140832 | -1276247 | -752529 | -912273 |
Profit Factor | 1.6742 | 2.394 | 1.1285 | 1.0478 | 1.3703 | 0.7396 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 55.2239 | 55.2239 | 55.2239 | 55.2239 | 55.2239 | 55.2239 |
Ratio Avg Win / Avg Loss | 1.3575 | 1.9411 | 0.915 | 0.8495 | 1.1111 | 0.5997 |
Largest Winning Trade | 117935 | 117935 | 42049 | 323903 | 323903 | 184753 |
Largest Losing Trade | -89787 | -30789 | -89787 | -556083 | -253619 | -556083 |
Avg Bars in Trades | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Winners | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Losers | 24 | 26 | 23 | 24 | 26 | 23 |
Bars Traded | 3503 | 1753 | 1750 | 3503 | 1753 | 1750 |
Profit Streak | 0 | 0 | 41.2956 | 0 | 0 | 41.2956 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325362 | -106096 | -519781 | -442687 | -184144 | -695953 |
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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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