Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817900.186 | 791061.3999 | 26838.7861 | 404153.4239 | 359188.1665 | 44965.2574 |
Total P&L (%) | 817.9002 | 791.0614 | 26.8388 | 404.1534 | 359.1882 | 44.9653 |
Avg Daily Profit (%) | 0.446 | 0.4314 | 0.0146 | 0.0883 | 0.0832 | 0.0203 |
Buy And Hold Return (%) | 246.2699 | 246.2699 | 246.2699 | 246.2699 | 246.2699 | 246.2699 |
Max Trade Drawdown | -140306 | -99617 | -116214 | -339545 | -309906 | -197675 |
Profit Factor | 2.3136 | 3.7618 | 1.0798 | 1.3206 | 1.531 | 1.077 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 50.4425 | 50.8772 | 50 | 50.4425 | 50.8772 | 50 |
Ratio Avg Win / Avg Loss | 2.273 | 3.6321 | 1.0798 | 1.2974 | 1.4782 | 1.077 |
Largest Winning Trade | 636415 | 636415 | 42850 | 323066 | 323066 | 97657 |
Largest Losing Trade | -70793 | -41022 | -70793 | -170749 | -130536 | -170749 |
Avg Bars in Trades | 93 | 98 | 89 | 93 | 98 | 89 |
Avg Bars in Winners | 125 | 136 | 115 | 125 | 136 | 115 |
Avg Bars in Losers | 61 | 60 | 62 | 61 | 60 | 62 |
Bars Traded | 10611 | 5625 | 4986 | 10611 | 5625 | 4986 |
Profit Streak | 0 | 0 | 74.3675 | 0 | 0 | 74.3675 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434810 | -165961 | -650873 | -83839 | -283498 | -646550 |
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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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