Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434233.0216 | 385371.0152 | 48862.0064 | 1460031.1296 | 1125488.6113 | 334542.5183 |
Total P&L (%) | 434.233 | 385.371 | 48.862 | 1460.0311 | 1125.4886 | 334.5425 |
Avg Daily Profit (%) | 0.5294 | 0.4698 | 0.0596 | 0.3355 | 0.306 | 0.1793 |
Buy And Hold Return (%) | 405.2339 | 405.2339 | 405.2339 | 405.2339 | 405.2339 | 405.2339 |
Max Trade Drawdown | -68871 | -62799 | -6446 | -417329 | -458334 | -41903 |
Profit Factor | 3.0951 | 3.1762 | 2.6193 | 2.118 | 2.0008 | 2.845 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 45.4545 | 36.7347 | 54 | 45.4545 | 36.7347 | 54 |
Ratio Avg Win / Avg Loss | 3.7141 | 5.4701 | 2.2313 | 2.5416 | 3.4458 | 2.4235 |
Largest Winning Trade | 189483 | 189483 | 10051 | 684641 | 684641 | 95617 |
Largest Losing Trade | -24171 | -24171 | -3391 | -205927 | -205927 | -26784 |
Avg Bars in Trades | 94 | 188 | 2 | 94 | 188 | 2 |
Avg Bars in Winners | 150 | 371 | 2 | 150 | 371 | 2 |
Avg Bars in Losers | 48 | 82 | 2 | 48 | 82 | 2 |
Bars Traded | 9377 | 9255 | 122 | 9377 | 9255 | 122 |
Profit Streak | 0 | 31.9847 | 0 | 0 | 31.9847 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128668 | -154302 | -453143 | 329205 | 176913 | -332162 |
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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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