Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350892.2124 | 329759.4918 | 21132.7206 | 234676.2677 | 661307.5468 | -426631.2791 |
Total P&L (%) | 350.8922 | 329.7595 | 21.1327 | 234.6763 | 661.3075 | -426.6313 |
Avg Daily Profit (%) | 0.1643 | 0.1544 | 0.0099 | 0.0566 | 0.0951 | 0 |
Buy And Hold Return (%) | 58.4378 | 58.4378 | 58.4378 | 58.4378 | 58.4378 | 58.4378 |
Max Trade Drawdown | -102323 | -58401 | -113003 | -905467 | -468174 | -797584 |
Profit Factor | 1.5663 | 2.3479 | 1.0564 | 1.0805 | 1.5921 | 0.7627 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Losing Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Profitability (%) | 39.7959 | 46.9388 | 32.6531 | 39.7959 | 46.9388 | 32.6531 |
Ratio Avg Win / Avg Loss | 2.3695 | 2.6542 | 2.1787 | 1.6346 | 1.7998 | 1.5732 |
Largest Winning Trade | 112144 | 112144 | 63614 | 491506 | 491506 | 172829 |
Largest Losing Trade | -36556 | -29916 | -36556 | -189480 | -168090 | -189480 |
Avg Bars in Trades | 41 | 41 | 42 | 41 | 41 | 42 |
Avg Bars in Winners | 59 | 55 | 66 | 59 | 55 | 66 |
Avg Bars in Losers | 29 | 29 | 30 | 29 | 29 | 30 |
Bars Traded | 4092 | 2027 | 2064 | 4092 | 2027 | 2064 |
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 | 207623 | 349351 | -509470 | -254137 | -63705 | -584649 |
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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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