Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290265.8234 | 234141.4732 | 56124.3502 | 272930.8811 | 231801.0948 | 41129.7863 |
Total P&L (%) | 290.2658 | 234.1415 | 56.1244 | 272.9309 | 231.8011 | 41.1298 |
Avg Daily Profit (%) | 0.2396 | 0.1933 | 0.0463 | 0.1087 | 0.099 | 0.0284 |
Buy And Hold Return (%) | 33.5619 | 33.5619 | 33.5619 | 33.5619 | 33.5619 | 33.5619 |
Max Trade Drawdown | -73696 | -39702 | -59105 | -285366 | -127955 | -199994 |
Profit Factor | 1.8203 | 2.4145 | 1.298 | 1.2605 | 1.488 | 1.0718 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 43.5644 | 39.2157 | 48 | 43.5644 | 39.2157 | 48 |
Ratio Avg Win / Avg Loss | 2.3581 | 3.7424 | 1.4062 | 1.633 | 2.3064 | 1.1612 |
Largest Winning Trade | 144460 | 144460 | 56142 | 238262 | 238262 | 136674 |
Largest Losing Trade | -24266 | -17238 | -24266 | -89182 | -54577 | -89182 |
Avg Bars in Trades | 46 | 41 | 51 | 46 | 41 | 51 |
Avg Bars in Winners | 70 | 71 | 69 | 70 | 71 | 69 |
Avg Bars in Losers | 27 | 21 | 34 | 27 | 21 | 34 |
Bars Traded | 4653 | 2097 | 2556 | 4653 | 2097 | 2556 |
Profit Streak | 0 | 0 | 14.5313 | 0 | 0 | 14.5313 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330445 | -172101 | -320282 | -49149 | -242711 | -572261 |
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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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