Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433637.8913 | 352414.1399 | 81223.7514 | 184068.8939 | 283120.9446 | -99052.0508 |
Total P&L (%) | 433.6379 | 352.4141 | 81.2238 | 184.0689 | 283.1209 | -99.0521 |
Avg Daily Profit (%) | 0.2303 | 0.1872 | 0.0431 | 0.0555 | 0.0714 | -0.2471 |
Buy And Hold Return (%) | 19.198 | 19.198 | 19.198 | 19.198 | 19.198 | 19.198 |
Max Trade Drawdown | -93577 | -92672 | -100266 | -449561 | -296279 | -254904 |
Profit Factor | 1.5358 | 1.8373 | 1.2091 | 1.0701 | 1.216 | 0.9246 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 45.3704 | 40.7407 | 50 | 45.3704 | 40.7407 | 50 |
Ratio Avg Win / Avg Loss | 1.8492 | 2.6724 | 1.2091 | 1.2885 | 1.7688 | 0.9246 |
Largest Winning Trade | 118748 | 118748 | 52099 | 267049 | 267049 | 174683 |
Largest Losing Trade | -52802 | -31552 | -52802 | -251451 | -120254 | -251451 |
Avg Bars in Trades | 68 | 52 | 83 | 68 | 52 | 83 |
Avg Bars in Winners | 91 | 73 | 107 | 91 | 73 | 107 |
Avg Bars in Losers | 48 | 38 | 60 | 48 | 38 | 60 |
Bars Traded | 7364 | 2829 | 4535 | 7364 | 2829 | 4535 |
Profit Streak | 0 | 0 | 95.859 | 0 | 0 | 95.859 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324100 | -172658 | -317269 | -263745 | -280624 | -760273 |
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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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