Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278646.9808 | 250682.6247 | 27964.3562 | 445056.8966 | 516655.3005 | -71598.4039 |
Total P&L (%) | 278.647 | 250.6826 | 27.9644 | 445.0569 | 516.6553 | -71.5984 |
Avg Daily Profit (%) | 0.315 | 0.2834 | 0.0316 | 0.1919 | 0.2059 | -0.1422 |
Buy And Hold Return (%) | 218.7946 | 218.7946 | 218.7946 | 218.7946 | 218.7946 | 218.7946 |
Max Trade Drawdown | -53267 | -27412 | -110304 | -165464 | -88809 | -328910 |
Profit Factor | 1.7374 | 2.8644 | 1.1149 | 1.4641 | 2.5155 | 0.8841 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 55.3191 | 59.5745 | 51.0638 | 55.3191 | 59.5745 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.4033 | 1.9437 | 1.0684 | 1.1826 | 1.707 | 0.8473 |
Largest Winning Trade | 90436 | 90436 | 38271 | 146122 | 146122 | 87917 |
Largest Losing Trade | -27530 | -15610 | -27530 | -101931 | -50475 | -101931 |
Avg Bars in Trades | 109 | 102 | 116 | 109 | 102 | 116 |
Avg Bars in Winners | 126 | 94 | 162 | 126 | 94 | 162 |
Avg Bars in Losers | 88 | 115 | 67 | 88 | 115 | 67 |
Bars Traded | 10284 | 4829 | 5455 | 10284 | 4829 | 5455 |
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 | -68944 | -105310 | -410356 | 105034 | 350122 | -580558 |
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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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