Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452159.3046 | 404868.6241 | 47290.6805 | 1506241.8305 | 1678325.7126 | -172083.8821 |
Total P&L (%) | 452.1593 | 404.8686 | 47.2907 | 1506.2418 | 1678.3257 | -172.0839 |
Avg Daily Profit (%) | 0.5745 | 0.5144 | 0.0601 | 0.3534 | 0.3664 | 0 |
Buy And Hold Return (%) | 275.0134 | 275.0134 | 275.0134 | 275.0134 | 275.0134 | 275.0134 |
Max Trade Drawdown | -64341 | -42353 | -66644 | -1009550 | -325551 | -1163467 |
Profit Factor | 2.6807 | 4.4115 | 1.3145 | 1.601 | 2.6809 | 0.8859 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 40.6593 | 36.9565 | 44.4444 | 40.6593 | 36.9565 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.9124 | 7.5255 | 1.6432 | 2.3365 | 4.5733 | 1.1073 |
Largest Winning Trade | 165211 | 165211 | 31725 | 777088 | 777088 | 396980 |
Largest Losing Trade | -16658 | -16326 | -16658 | -330560 | -223620 | -330560 |
Avg Bars in Trades | 197 | 192 | 203 | 197 | 192 | 203 |
Avg Bars in Winners | 361 | 381 | 344 | 361 | 381 | 344 |
Avg Bars in Losers | 85 | 81 | 89 | 85 | 81 | 89 |
Bars Traded | 17994 | 8858 | 9136 | 17994 | 8858 | 9136 |
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 | 118244 | -6205 | -279282 | 287056 | 323162 | -581205 |
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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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