Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449339.1315 | 417238.0838 | 32101.0477 | 92449.4082 | 190329.6496 | -97880.2414 |
Total P&L (%) | 449.3391 | 417.2381 | 32.101 | 92.4494 | 190.3297 | -97.8802 |
Avg Daily Profit (%) | 0.3182 | 0.2955 | 0.0227 | 0.0464 | 0.0755 | -0.2726 |
Buy And Hold Return (%) | 94.7519 | 94.7519 | 94.7519 | 94.7519 | 94.7519 | 94.7519 |
Max Trade Drawdown | -122059 | -84291 | -116254 | -180790 | -41323 | -191611 |
Profit Factor | 1.7525 | 2.4056 | 1.1069 | 1.1997 | 2.1266 | 0.6671 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 60 | 36 | 24 | 60 | 36 | 24 |
Profitability (%) | 44.9541 | 34.5455 | 55.5556 | 44.9541 | 34.5455 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.1459 | 4.558 | 0.8855 | 1.469 | 4.0294 | 0.5337 |
Largest Winning Trade | 247577 | 247577 | 58327 | 110319 | 110319 | 51380 |
Largest Losing Trade | -74349 | -29419 | -74349 | -150359 | -17008 | -150359 |
Avg Bars in Trades | 36 | 35 | 38 | 36 | 35 | 38 |
Avg Bars in Winners | 49 | 56 | 45 | 49 | 56 | 45 |
Avg Bars in Losers | 26 | 23 | 30 | 26 | 23 | 30 |
Bars Traded | 4024 | 1928 | 2096 | 4024 | 1928 | 2096 |
Profit Streak | 0 | 0 | 543.5071 | 0 | 0 | 543.5071 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313893 | -175186 | -611249 | -299290 | -281251 | -759153 |
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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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