Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616434.2672 | 673077.335 | -56643.0678 | -20404.7928 | 267450.3839 | -287855.1768 |
Total P&L (%) | 616.4343 | 673.0773 | -56.6431 | -20.4048 | 267.4504 | -287.8552 |
Avg Daily Profit (%) | 0.3362 | 0.3671 | -0.0309 | -0.0124 | 0.071 | 0 |
Buy And Hold Return (%) | 157.2394 | 157.2394 | 157.2394 | 157.2394 | 157.2394 | 157.2394 |
Max Trade Drawdown | -201506 | -109185 | -138027 | -393014 | -189066 | -310673 |
Profit Factor | 1.8102 | 2.7999 | 0.8536 | 0.9858 | 1.4021 | 0.6267 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 44.4444 | 40 | 48.9796 | 44.4444 | 40 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.2628 | 4.1999 | 0.8892 | 1.2322 | 2.1032 | 0.6529 |
Largest Winning Trade | 631319 | 631319 | 46771 | 373280 | 373280 | 123923 |
Largest Losing Trade | -41929 | -41929 | -36399 | -114347 | -92831 | -114347 |
Avg Bars in Trades | 107 | 107 | 106 | 107 | 107 | 106 |
Avg Bars in Winners | 134 | 142 | 128 | 134 | 142 | 128 |
Avg Bars in Losers | 84 | 83 | 85 | 84 | 83 | 85 |
Bars Traded | 10601 | 5374 | 5227 | 10601 | 5374 | 5227 |
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 | 304046 | -171107 | -581078 | -581008 | -289148 | -581078 |
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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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