Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109186.1375 | 71889.1804 | 37296.9571 | 116366.285 | 130735.4788 | -14369.1938 |
Total P&L (%) | 109.1861 | 71.8892 | 37.297 | 116.3663 | 130.7355 | -14.3692 |
Avg Daily Profit (%) | 0.4913 | 0.3235 | 0.1678 | 0.3479 | 0.3769 | -0.0698 |
Buy And Hold Return (%) | 11.2108 | 11.2108 | 11.2108 | 11.2108 | 11.2108 | 11.2108 |
Max Trade Drawdown | -80560 | -33458 | -51457 | -323264 | -135397 | -204724 |
Profit Factor | 1.4833 | 1.719 | 1.2962 | 1.1577 | 1.4355 | 0.9672 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 46.3158 | 47.9167 | 44.6809 | 46.3158 | 47.9167 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.7193 | 1.8685 | 1.6048 | 1.3418 | 1.5604 | 1.1975 |
Largest Winning Trade | 40724 | 40724 | 21419 | 102959 | 102959 | 66774 |
Largest Losing Trade | -12581 | -9713 | -12581 | -49695 | -32355 | -49695 |
Avg Bars in Trades | 54 | 55 | 53 | 54 | 55 | 53 |
Avg Bars in Winners | 70 | 68 | 73 | 70 | 68 | 73 |
Avg Bars in Losers | 40 | 43 | 37 | 40 | 43 | 37 |
Bars Traded | 5181 | 2663 | 2518 | 5181 | 2663 | 2518 |
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 | 350273 | 334959 | 78953 | -40914 | 321053 | -582615 |
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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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