Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369695.4691 | 322787.6934 | 46907.7757 | 379404.2128 | 618951.1214 | -239546.9086 |
Total P&L (%) | 369.6955 | 322.7877 | 46.9078 | 379.4042 | 618.9511 | -239.5469 |
Avg Daily Profit (%) | 0.2613 | 0.2281 | 0.0332 | 0.1108 | 0.1395 | 0 |
Buy And Hold Return (%) | 54.9708 | 54.9708 | 54.9708 | 54.9708 | 54.9708 | 54.9708 |
Max Trade Drawdown | -96561 | -58303 | -81494 | -1166376 | -148796 | -1041743 |
Profit Factor | 1.9574 | 3.0152 | 1.2076 | 1.2147 | 2.4313 | 0.8206 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 54.4444 | 55.5556 | 53.3333 | 54.4444 | 55.5556 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.6378 | 2.4122 | 1.0566 | 1.0164 | 1.945 | 0.718 |
Largest Winning Trade | 173283 | 173283 | 47836 | 489477 | 489477 | 481139 |
Largest Losing Trade | -51563 | -27019 | -51563 | -578786 | -96867 | -578786 |
Avg Bars in Trades | 26 | 33 | 19 | 26 | 33 | 19 |
Avg Bars in Winners | 35 | 45 | 25 | 35 | 45 | 25 |
Avg Bars in Losers | 16 | 19 | 14 | 16 | 19 | 14 |
Bars Traded | 2423 | 1524 | 898 | 2423 | 1524 | 898 |
Profit Streak | 0 | 0 | 57.1327 | 0 | 0 | 57.1327 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459852 | 491579 | -313527 | -44441 | -964 | -579440 |
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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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