Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581636.1451 | 411785.4488 | 169850.6963 | 2061931.1051 | 2101376.8888 | -39445.7837 |
Total P&L (%) | 581.6361 | 411.7854 | 169.8507 | 2061.9311 | 2101.3769 | -39.4458 |
Avg Daily Profit (%) | 0.2432 | 0.1722 | 0.071 | 0.1286 | 0.1294 | -0.021 |
Buy And Hold Return (%) | 126.2754 | 126.2754 | 126.2754 | 126.2754 | 126.2754 | 126.2754 |
Max Trade Drawdown | -147815 | -73916 | -141019 | -1649123 | -1009361 | -1120548 |
Profit Factor | 1.8485 | 2.133 | 1.5275 | 1.3218 | 1.6719 | 0.988 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 46.6165 | 42.4242 | 50.7463 | 46.6165 | 42.4242 | 50.7463 |
Ratio Avg Win / Avg Loss | 2.1169 | 2.8947 | 1.4826 | 1.5137 | 2.269 | 0.9589 |
Largest Winning Trade | 117229 | 117229 | 50175 | 1503627 | 1503627 | 597962 |
Largest Losing Trade | -39583 | -39583 | -33511 | -738191 | -635627 | -738191 |
Avg Bars in Trades | 51 | 52 | 51 | 51 | 52 | 51 |
Avg Bars in Winners | 79 | 85 | 75 | 79 | 85 | 75 |
Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
Bars Traded | 6914 | 3443 | 3471 | 6914 | 3443 | 3471 |
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 | 333646 | -118843 | -271644 | -20564 | -144157 | -697361 |
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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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