Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436640.4622 | 384207.3834 | 52433.0788 | 32947.3323 | 965864.2002 | -932916.8679 |
Total P&L (%) | 436.6405 | 384.2074 | 52.4331 | 32.9473 | 965.8642 | -932.9169 |
Avg Daily Profit (%) | 0.2555 | 0.2248 | 0.0307 | 0.0167 | 0.1386 | 0 |
Buy And Hold Return (%) | 71.4399 | 71.4399 | 71.4399 | 71.4399 | 71.4399 | 71.4399 |
Max Trade Drawdown | -107939 | -45381 | -98424 | -1453759 | -176192 | -1440663 |
Profit Factor | 1.928 | 2.9742 | 1.19 | 1.0147 | 3.0501 | 0.4734 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 51.5152 | 42.8571 | 60 | 51.5152 | 42.8571 | 60 |
Ratio Avg Win / Avg Loss | 1.8146 | 3.9656 | 0.7934 | 0.955 | 4.0668 | 0.3156 |
Largest Winning Trade | 276546 | 276546 | 61075 | 453830 | 453830 | 180972 |
Largest Losing Trade | -89173 | -34372 | -89173 | -1385925 | -166117 | -1385925 |
Avg Bars in Trades | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Winners | 61 | 66 | 57 | 61 | 66 | 57 |
Avg Bars in Losers | 35 | 37 | 33 | 35 | 37 | 33 |
Bars Traded | 4832 | 2438 | 2394 | 4832 | 2438 | 2394 |
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 | 418490 | 351021 | -509585 | -541937 | -4496 | -759537 |
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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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