Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135138.8211 | 1168031.576 | -32892.7549 | 314226.3367 | 244823.9205 | 69402.4162 |
Total P&L (%) | 1135.1388 | 1168.0316 | -32.8928 | 314.2263 | 244.8239 | 69.4024 |
Avg Daily Profit (%) | 0.5001 | 0.5146 | -0.0145 | 0.0626 | 0.0545 | 0.0232 |
Buy And Hold Return (%) | 501.2959 | 501.2959 | 501.2959 | 501.2959 | 501.2959 | 501.2959 |
Max Trade Drawdown | -173128 | -81969 | -168944 | -489613 | -397466 | -329056 |
Profit Factor | 2.7339 | 4.3994 | 0.8943 | 1.1497 | 1.208 | 1.0753 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 46.6019 | 44.2308 | 49.0196 | 46.6019 | 44.2308 | 49.0196 |
Ratio Avg Win / Avg Loss | 3.1326 | 5.5471 | 0.93 | 1.3174 | 1.5231 | 1.1183 |
Largest Winning Trade | 833583 | 833583 | 51278 | 314596 | 314596 | 240481 |
Largest Losing Trade | -53850 | -26739 | -53850 | -177749 | -143133 | -177749 |
Avg Bars in Trades | 40 | 42 | 37 | 40 | 42 | 37 |
Avg Bars in Winners | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Losers | 26 | 33 | 19 | 26 | 33 | 19 |
Bars Traded | 4144 | 2217 | 1926 | 4144 | 2217 | 1926 |
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 | 347234 | -168906 | -761214 | -331989 | -467522 | -645789 |
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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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