Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627769.4785 | 578922.2095 | 48847.269 | 740826.8934 | -143715.7928 | 884542.6862 |
Total P&L (%) | 627.7695 | 578.9222 | 48.8473 | 740.8269 | -143.7158 | 884.5427 |
Avg Daily Profit (%) | 0.388 | 0.3578 | 0.0302 | 0.1317 | 0 | 0.1414 |
Buy And Hold Return (%) | 23.1403 | 23.1403 | 23.1403 | 23.1403 | 23.1403 | 23.1403 |
Max Trade Drawdown | -191109 | -149206 | -74812 | -3001859 | -2442756 | -604267 |
Profit Factor | 1.948 | 2.9324 | 1.1347 | 1.1084 | 0.9634 | 1.3036 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 39.3939 | 39.3939 | 39.3939 | 39.3939 | 39.3939 | 39.3939 |
Ratio Avg Win / Avg Loss | 2.9969 | 4.5113 | 1.7457 | 1.7052 | 1.4821 | 2.0055 |
Largest Winning Trade | 173765 | 173765 | 69744 | 1329582 | 1094283 | 1329582 |
Largest Losing Trade | -50899 | -47661 | -50899 | -1542300 | -1542300 | -399407 |
Avg Bars in Trades | 141 | 140 | 142 | 141 | 140 | 142 |
Avg Bars in Winners | 250 | 241 | 260 | 250 | 241 | 260 |
Avg Bars in Losers | 70 | 74 | 66 | 70 | 74 | 66 |
Bars Traded | 18664 | 9242 | 9422 | 18664 | 9242 | 9422 |
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 | 344504 | -113596 | -358523 | -120786 | -707694 | -131158 |
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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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