Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708286.6483 | 764550.338 | -56263.6897 | -2949.7212 | -85780.4565 | 82830.7353 |
Total P&L (%) | 708.2866 | 764.5503 | -56.2637 | -2.9497 | -85.7805 | 82.8307 |
Avg Daily Profit (%) | 0.2833 | 0.3058 | -0.0225 | -0.0012 | -0.078 | 0.0241 |
Buy And Hold Return (%) | 269.8935 | 269.8935 | 269.8935 | 269.8935 | 269.8935 | 269.8935 |
Max Trade Drawdown | -121319 | -132643 | -101506 | -501280 | -542053 | -155789 |
Profit Factor | 1.9966 | 2.7735 | 0.7988 | 0.9983 | 0.9309 | 1.1723 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 47.2868 | 43.75 | 50.7692 | 47.2868 | 43.75 | 50.7692 |
Ratio Avg Win / Avg Loss | 2.2257 | 3.5659 | 0.7746 | 1.1128 | 1.1969 | 1.1368 |
Largest Winning Trade | 655689 | 655689 | 41280 | 407168 | 407168 | 134317 |
Largest Losing Trade | -62184 | -62184 | -55592 | -175319 | -175319 | -60892 |
Avg Bars in Trades | 35 | 42 | 28 | 35 | 42 | 28 |
Avg Bars in Winners | 46 | 68 | 28 | 46 | 68 | 28 |
Avg Bars in Losers | 25 | 22 | 27 | 25 | 22 | 27 |
Bars Traded | 4552 | 2729 | 1823 | 4552 | 2729 | 1823 |
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 | 301851 | -130913 | -712080 | -579824 | -721000 | -488728 |
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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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