Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547439.5561 | 619178.5369 | -71738.9808 | -48576.6039 | 64301.8354 | -112878.4394 |
Total P&L (%) | 547.4396 | 619.1785 | -71.739 | -48.5766 | 64.3018 | -112.8784 |
Avg Daily Profit (%) | 0.2962 | 0.335 | -0.0388 | -0.036 | 0.0269 | 0 |
Buy And Hold Return (%) | 27.1081 | 27.1081 | 27.1081 | 27.1081 | 27.1081 | 27.1081 |
Max Trade Drawdown | -117715 | -92566 | -162932 | -138664 | -106661 | -117522 |
Profit Factor | 1.5166 | 2.2422 | 0.8722 | 0.9367 | 1.177 | 0.7203 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 44.2308 | 44.2308 | 44.2308 | 44.2308 | 44.2308 | 44.2308 |
Ratio Avg Win / Avg Loss | 1.9123 | 2.8271 | 1.0997 | 1.181 | 1.484 | 0.9082 |
Largest Winning Trade | 235610 | 235610 | 68361 | 68992 | 60978 | 68992 |
Largest Losing Trade | -47658 | -47658 | -39567 | -80978 | -80978 | -34712 |
Avg Bars in Trades | 50 | 53 | 48 | 50 | 53 | 48 |
Avg Bars in Winners | 77 | 76 | 78 | 77 | 76 | 78 |
Avg Bars in Losers | 29 | 34 | 24 | 29 | 34 | 24 |
Bars Traded | 5283 | 2765 | 2518 | 5283 | 2765 | 2518 |
Profit Streak | 0 | 0 | 139.4397 | 0 | 0 | 139.4397 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338821 | -168839 | -760059 | -581078 | -369543 | -761725 |
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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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