Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464818.5942 | 500062.9485 | -35244.3543 | 7431.796 | 100698.3167 | -93266.5206 |
Total P&L (%) | 464.8186 | 500.0629 | -35.2444 | 7.4318 | 100.6983 | -93.2665 |
Avg Daily Profit (%) | 0.2556 | 0.275 | -0.0194 | 0.0039 | 0.0383 | -0.1482 |
Buy And Hold Return (%) | 151.8182 | 151.8182 | 151.8182 | 151.8182 | 151.8182 | 151.8182 |
Max Trade Drawdown | -189689 | -68999 | -174177 | -102627 | -50583 | -122628 |
Profit Factor | 1.6095 | 2.4539 | 0.9158 | 1.019 | 1.6581 | 0.6086 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 42.268 | 45.8333 | 38.7755 | 42.268 | 45.8333 | 38.7755 |
Ratio Avg Win / Avg Loss | 2.1983 | 2.9001 | 1.446 | 1.3918 | 1.9596 | 0.9609 |
Largest Winning Trade | 322023 | 322023 | 76827 | 62204 | 62204 | 50234 |
Largest Losing Trade | -69543 | -32997 | -69543 | -77142 | -49337 | -77142 |
Avg Bars in Trades | 52 | 44 | 60 | 52 | 44 | 60 |
Avg Bars in Winners | 87 | 74 | 102 | 87 | 74 | 102 |
Avg Bars in Losers | 27 | 19 | 34 | 27 | 19 | 34 |
Bars Traded | 5129 | 2143 | 2986 | 5129 | 2143 | 2986 |
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 | 192169 | 323028 | -583380 | -555710 | -305892 | -585046 |
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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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