Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704462.4423 | 675977.6348 | 28484.8075 | 447006.7926 | 619358.2066 | -172351.414 |
Total P&L (%) | 704.4624 | 675.9776 | 28.4848 | 447.0068 | 619.3582 | -172.3514 |
Avg Daily Profit (%) | 0.3821 | 0.3666 | 0.0154 | 0.0922 | 0.1071 | 0 |
Buy And Hold Return (%) | 155.2733 | 155.2733 | 155.2733 | 155.2733 | 155.2733 | 155.2733 |
Max Trade Drawdown | -179631 | -132201 | -107472 | -549813 | -427093 | -275706 |
Profit Factor | 2.0959 | 3.0581 | 1.0906 | 1.232 | 1.6451 | 0.8217 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 45.3608 | 48.9796 | 41.6667 | 45.3608 | 48.9796 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.5246 | 3.1856 | 1.5268 | 1.484 | 1.7136 | 1.1503 |
Largest Winning Trade | 482434 | 482434 | 45401 | 482434 | 482434 | 181224 |
Largest Losing Trade | -46843 | -37412 | -46843 | -167990 | -144706 | -167990 |
Avg Bars in Trades | 72 | 80 | 63 | 72 | 80 | 63 |
Avg Bars in Winners | 103 | 97 | 109 | 103 | 97 | 109 |
Avg Bars in Losers | 46 | 64 | 30 | 46 | 64 | 30 |
Bars Traded | 7016 | 3954 | 3062 | 7016 | 3954 | 3062 |
Profit Streak | 87.301 | 180.551 | 0 | 87.301 | 180.551 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390490 | 520280 | -460888 | -74401 | -47679 | -582263 |
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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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