Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419285.4684 | 396331.6678 | 22953.8007 | 51096.3817 | 218069.4606 | -166973.0789 |
Total P&L (%) | 419.2855 | 396.3317 | 22.9538 | 51.0964 | 218.0695 | -166.9731 |
Avg Daily Profit (%) | 0.1677 | 0.1585 | 0.0092 | 0.0165 | 0.0463 | 0 |
Buy And Hold Return (%) | 24.9034 | 24.9034 | 24.9034 | 24.9034 | 24.9034 | 24.9034 |
Max Trade Drawdown | -130148 | -110173 | -157587 | -414488 | -343482 | -275445 |
Profit Factor | 1.5027 | 1.993 | 1.0528 | 1.0337 | 1.2595 | 0.7538 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 48.6239 | 50.9091 | 46.2963 | 48.6239 | 50.9091 | 46.2963 |
Ratio Avg Win / Avg Loss | 1.5878 | 1.9218 | 1.2212 | 1.0922 | 1.2145 | 0.8744 |
Largest Winning Trade | 113008 | 113008 | 54268 | 277333 | 277333 | 92275 |
Largest Losing Trade | -58983 | -58983 | -48805 | -218789 | -218789 | -88830 |
Avg Bars in Trades | 43 | 30 | 55 | 43 | 30 | 55 |
Avg Bars in Winners | 51 | 23 | 81 | 51 | 23 | 81 |
Avg Bars in Losers | 35 | 38 | 32 | 35 | 38 | 32 |
Bars Traded | 4705 | 1702 | 3003 | 4705 | 1702 | 3003 |
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 | 343209 | -168884 | -690303 | -361092 | -311180 | -762273 |
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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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