Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516049.951 | 583220.0353 | -67170.0843 | -50067.3251 | 20712.7201 | -70780.0453 |
Total P&L (%) | 516.05 | 583.22 | -67.1701 | -50.0673 | 20.7127 | -70.78 |
Avg Daily Profit (%) | 0.2814 | 0.318 | -0.0366 | -0.0379 | 0.0103 | -0.0671 |
Buy And Hold Return (%) | 102.6119 | 102.6119 | 102.6119 | 102.6119 | 102.6119 | 102.6119 |
Max Trade Drawdown | -217607 | -125467 | -154213 | -361788 | -308394 | -252316 |
Profit Factor | 1.8623 | 3.0893 | 0.7897 | 0.9465 | 1.0425 | 0.8421 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 44.6809 | 44.6809 | 44.6809 | 44.6809 | 44.6809 | 44.6809 |
Ratio Avg Win / Avg Loss | 2.3057 | 3.8249 | 0.9777 | 1.1719 | 1.2907 | 1.0426 |
Largest Winning Trade | 632864 | 632864 | 48644 | 301709 | 301709 | 108335 |
Largest Losing Trade | -67290 | -38100 | -67290 | -145042 | -145042 | -108453 |
Avg Bars in Trades | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Winners | 54 | 55 | 53 | 54 | 55 | 53 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 3508 | 1693 | 1815 | 3508 | 1693 | 1815 |
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 | 328891 | 435016 | -582765 | -580929 | -520707 | -581098 |
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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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