Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453958.8873 | 437944.875 | 16014.0123 | 318950.9853 | 243931.5102 | 75019.4751 |
Total P&L (%) | 453.9589 | 437.9449 | 16.014 | 318.951 | 243.9315 | 75.0195 |
Avg Daily Profit (%) | 0.2455 | 0.2368 | 0.0087 | 0.0775 | 0.0668 | 0.0303 |
Buy And Hold Return (%) | 19.4423 | 19.4423 | 19.4423 | 19.4423 | 19.4423 | 19.4423 |
Max Trade Drawdown | -130897 | -55283 | -184183 | -309153 | -163556 | -234390 |
Profit Factor | 1.6131 | 2.4232 | 1.037 | 1.2181 | 1.3479 | 1.0985 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 45.1923 | 44.2308 | 46.1538 | 45.1923 | 44.2308 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.9563 | 3.0554 | 1.2098 | 1.4772 | 1.6996 | 1.2816 |
Largest Winning Trade | 138195 | 138195 | 66830 | 179720 | 179720 | 105436 |
Largest Losing Trade | -31488 | -31488 | -29960 | -91786 | -81953 | -91786 |
Avg Bars in Trades | 51 | 42 | 59 | 51 | 42 | 59 |
Avg Bars in Winners | 78 | 56 | 100 | 78 | 56 | 100 |
Avg Bars in Losers | 28 | 30 | 25 | 28 | 30 | 25 |
Bars Traded | 5321 | 2204 | 3117 | 5321 | 2204 | 3117 |
Profit Streak | 0 | 0 | 140.3487 | 0 | 0 | 140.3487 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340929 | -169746 | -707451 | -91489 | -284526 | -447553 |
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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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