Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496247.3934 | 508146.7954 | -11899.402 | 205565.1905 | 1074296.7886 | -868731.5982 |
Total P&L (%) | 496.2474 | 508.1468 | -11.8994 | 205.5652 | 1074.2968 | -868.7316 |
Avg Daily Profit (%) | 0.2746 | 0.2812 | -0.0066 | 0.0618 | 0.1364 | 0 |
Buy And Hold Return (%) | 187.8717 | 187.8717 | 187.8717 | 187.8717 | 187.8717 | 187.8717 |
Max Trade Drawdown | -142780 | -94023 | -97101 | -1667620 | -939505 | -1395881 |
Profit Factor | 1.848 | 2.9649 | 0.9636 | 1.0442 | 1.543 | 0.6755 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 46.0674 | 43.1818 | 48.8889 | 46.0674 | 43.1818 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.1636 | 3.9012 | 1.0074 | 1.2224 | 2.0303 | 0.7062 |
Largest Winning Trade | 229154 | 229154 | 59691 | 911486 | 911486 | 394615 |
Largest Losing Trade | -46362 | -46362 | -31489 | -478714 | -478714 | -392000 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 46 | 40 | 51 | 46 | 40 | 51 |
Avg Bars in Losers | 32 | 33 | 31 | 32 | 33 | 31 |
Bars Traded | 3449 | 1607 | 1841 | 3449 | 1607 | 1841 |
Profit Streak | 0 | 34.9803 | 0 | 0 | 34.9803 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 253593 | 339106 | -579477 | -420085 | -10285 | -581144 |
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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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