Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385891.4051 | 483295.7729 | -97404.3678 | -23785.3775 | 389147.987 | -412933.3645 |
Total P&L (%) | 385.8914 | 483.2958 | -97.4044 | -23.7854 | 389.148 | -412.9334 |
Avg Daily Profit (%) | 0.2084 | 0.2611 | -0.0526 | -0.0147 | 0.0858 | 0 |
Buy And Hold Return (%) | 98.4536 | 98.4536 | 98.4536 | 98.4536 | 98.4536 | 98.4536 |
Max Trade Drawdown | -144046 | -75678 | -173849 | -590115 | -324189 | -451345 |
Profit Factor | 1.3596 | 2.0089 | 0.836 | 0.9904 | 1.3317 | 0.6863 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Losing Trades | 113 | 53 | 60 | 113 | 53 | 60 |
Profitability (%) | 46.4455 | 50 | 42.8571 | 46.4455 | 50 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.5677 | 2.0089 | 1.1147 | 1.142 | 1.3317 | 0.915 |
Largest Winning Trade | 165887 | 165887 | 76913 | 273403 | 273403 | 155697 |
Largest Losing Trade | -44004 | -44004 | -39475 | -254680 | -254680 | -130726 |
Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Winners | 47 | 34 | 63 | 47 | 34 | 63 |
Avg Bars in Losers | 22 | 28 | 17 | 22 | 28 | 17 |
Bars Traded | 7222 | 3305 | 3917 | 7222 | 3305 | 3917 |
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 | 240515 | 369866 | -582163 | -579389 | -80679 | -583830 |
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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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