Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712569.9156 | 919390.7575 | -206820.8419 | -99054.008 | -117973.166 | 18919.158 |
Total P&L (%) | 712.5699 | 919.3908 | -206.8208 | -99.054 | -117.9732 | 18.9192 |
Avg Daily Profit (%) | 0.398 | 0.5135 | -0.1155 | -0.26 | 0 | 0.0097 |
Buy And Hold Return (%) | 273.5251 | 273.5251 | 273.5251 | 273.5251 | 273.5251 | 273.5251 |
Max Trade Drawdown | -292334 | -195733 | -289037 | -344808 | -183390 | -181974 |
Profit Factor | 1.723 | 3.1965 | 0.6352 | 0.7603 | 0.4355 | 1.0926 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 54 | 26 | 28 | 50 | 21 | 29 |
Losing Trades | 61 | 32 | 29 | 65 | 37 | 28 |
Profitability (%) | 46.9565 | 44.8276 | 49.1228 | 43.4783 | 36.2069 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.9463 | 3.9341 | 0.6579 | 0.9884 | 0.7673 | 1.0549 |
Largest Winning Trade | 974619 | 974619 | 59055 | 92595 | 79345 | 92595 |
Largest Losing Trade | -112985 | -44452 | -112985 | -181974 | -161038 | -181974 |
Avg Bars in Trades | 44 | 47 | 40 | 44 | 47 | 40 |
Avg Bars in Winners | 49 | 47 | 52 | 50 | 46 | 53 |
Avg Bars in Losers | 39 | 48 | 29 | 39 | 48 | 27 |
Bars Traded | 5103 | 2777 | 2326 | 5103 | 2777 | 2326 |
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 | 311598 | -168030 | -761174 | -583008 | -766475 | -644292 |
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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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