Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430174.7297 | 425103.51 | 5071.2197 | 20670.8775 | 536704.7779 | -516033.9004 |
Total P&L (%) | 430.1747 | 425.1035 | 5.0712 | 20.6709 | 536.7048 | -516.0339 |
Avg Daily Profit (%) | 0.2235 | 0.2209 | 0.0026 | 0.0098 | 0.0962 | 0 |
Buy And Hold Return (%) | 27.0282 | 27.0282 | 27.0282 | 27.0282 | 27.0282 | 27.0282 |
Max Trade Drawdown | -204054 | -177144 | -79475 | -1315739 | -815997 | -749125 |
Profit Factor | 1.5249 | 2.041 | 1.0123 | 1.007 | 1.3945 | 0.6775 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 44.9664 | 37.8378 | 52 | 44.9664 | 37.8378 | 52 |
Ratio Avg Win / Avg Loss | 1.8663 | 3.3531 | 0.9345 | 1.2324 | 2.2909 | 0.6254 |
Largest Winning Trade | 326882 | 326882 | 43720 | 829834 | 829834 | 173335 |
Largest Losing Trade | -37306 | -37266 | -37306 | -434727 | -242830 | -434727 |
Avg Bars in Trades | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Winners | 54 | 53 | 54 | 54 | 53 | 54 |
Avg Bars in Losers | 23 | 21 | 26 | 23 | 21 | 26 |
Bars Traded | 5588 | 2516 | 3072 | 5588 | 2516 | 3072 |
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 | 317812 | -57508 | -620398 | -559974 | -131481 | -637476 |
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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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