Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398987.4155 | 402530.2582 | -3542.8427 | 15369.4679 | 118913.6615 | -103544.1936 |
Total P&L (%) | 398.9874 | 402.5303 | -3.5428 | 15.3695 | 118.9137 | -103.5442 |
Avg Daily Profit (%) | 0.2073 | 0.2092 | -0.0018 | 0.0074 | 0.0407 | 0 |
Buy And Hold Return (%) | 38.9941 | 38.9941 | 38.9941 | 38.9941 | 38.9941 | 38.9941 |
Max Trade Drawdown | -217774 | -179457 | -112024 | -1235391 | -1216580 | -527513 |
Profit Factor | 1.4943 | 2.0143 | 0.9914 | 1.0038 | 1.0524 | 0.9423 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 47.2441 | 46.0317 | 48.4375 | 47.2441 | 46.0317 | 48.4375 |
Ratio Avg Win / Avg Loss | 1.6686 | 2.3616 | 1.0553 | 1.1209 | 1.2339 | 1.0031 |
Largest Winning Trade | 233610 | 233610 | 51579 | 528405 | 528405 | 314603 |
Largest Losing Trade | -56897 | -37210 | -56897 | -370440 | -370440 | -253660 |
Avg Bars in Trades | 29 | 25 | 32 | 29 | 25 | 32 |
Avg Bars in Winners | 40 | 31 | 49 | 40 | 31 | 49 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 3713 | 1626 | 2087 | 3713 | 1626 | 2087 |
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 | 345907 | -136418 | -718899 | -565501 | -452372 | -718899 |
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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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