Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425845.8443 | 412973.1207 | 12872.7236 | 157199.54 | 123404.9431 | 33794.5969 |
Total P&L (%) | 425.8458 | 412.9731 | 12.8727 | 157.1995 | 123.4049 | 33.7946 |
Avg Daily Profit (%) | 0.3016 | 0.2925 | 0.0091 | 0.0669 | 0.057 | 0.0206 |
Buy And Hold Return (%) | 21.7054 | 21.7054 | 21.7054 | 21.7054 | 21.7054 | 21.7054 |
Max Trade Drawdown | -103255 | -129020 | -59524 | -138718 | -144814 | -50469 |
Profit Factor | 1.6843 | 1.9255 | 1.0731 | 1.2426 | 1.2556 | 1.2045 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 42.3423 | 41.8182 | 42.8571 | 42.3423 | 41.8182 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.2936 | 2.679 | 1.4308 | 1.692 | 1.7469 | 1.606 |
Largest Winning Trade | 152770 | 152770 | 25790 | 155889 | 155889 | 41687 |
Largest Losing Trade | -34671 | -34671 | -18946 | -68886 | -68886 | -26969 |
Avg Bars in Trades | 74 | 131 | 19 | 74 | 131 | 19 |
Avg Bars in Winners | 110 | 198 | 26 | 110 | 198 | 26 |
Avg Bars in Losers | 48 | 82 | 14 | 48 | 82 | 14 |
Bars Traded | 8302 | 7208 | 1094 | 8302 | 7208 | 1094 |
Profit Streak | 0 | 475.4174 | 0 | 0 | 475.4174 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323918 | -170584 | -669087 | -105399 | -299477 | -357095 |
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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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