Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469307.1911 | 499279.4115 | -29972.2204 | 4649.9026 | 171513.2461 | -166863.3436 |
Total P&L (%) | 469.3072 | 499.2794 | -29.9722 | 4.6499 | 171.5132 | -166.8633 |
Avg Daily Profit (%) | 0.2539 | 0.2701 | -0.0162 | 0.0025 | 0.054 | 0 |
Buy And Hold Return (%) | 24.7902 | 24.7902 | 24.7902 | 24.7902 | 24.7902 | 24.7902 |
Max Trade Drawdown | -151216 | -54710 | -212153 | -171020 | -88092 | -231833 |
Profit Factor | 1.5657 | 2.7813 | 0.9454 | 1.0058 | 1.6654 | 0.6901 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 43.8776 | 40.8163 | 46.9388 | 43.8776 | 40.8163 | 46.9388 |
Ratio Avg Win / Avg Loss | 2.0027 | 4.0328 | 1.0688 | 1.2865 | 2.4148 | 0.7802 |
Largest Winning Trade | 163273 | 163273 | 74906 | 89592 | 89592 | 41408 |
Largest Losing Trade | -62171 | -43486 | -62171 | -63418 | -63418 | -61467 |
Avg Bars in Trades | 54 | 50 | 57 | 54 | 50 | 57 |
Avg Bars in Winners | 85 | 80 | 89 | 85 | 80 | 89 |
Avg Bars in Losers | 29 | 30 | 28 | 29 | 30 | 28 |
Bars Traded | 5300 | 2496 | 2804 | 5300 | 2496 | 2804 |
Profit Streak | 0 | 0 | 43.0965 | 0 | 0 | 43.0965 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316090 | 361900 | -579653 | -571528 | -121121 | -581319 |
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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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