Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639481.9463 | 618213.6558 | 21268.2905 | 356706.4732 | 523016.1607 | -166309.6875 |
Total P&L (%) | 639.4819 | 618.2137 | 21.2683 | 356.7065 | 523.0162 | -166.3097 |
Avg Daily Profit (%) | 0.3487 | 0.3371 | 0.0116 | 0.0829 | 0.0998 | 0 |
Buy And Hold Return (%) | 166.2374 | 166.2374 | 166.2374 | 166.2374 | 166.2374 | 166.2374 |
Max Trade Drawdown | -100796 | -90048 | -66333 | -555158 | -247993 | -431935 |
Profit Factor | 2.0984 | 3.0284 | 1.0767 | 1.1951 | 1.6188 | 0.8309 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 48.3871 | 42.5532 | 54.3478 | 48.3871 | 42.5532 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.2383 | 4.0884 | 0.9044 | 1.2747 | 2.1854 | 0.698 |
Largest Winning Trade | 500708 | 500708 | 55150 | 339326 | 339326 | 301782 |
Largest Losing Trade | -38193 | -38193 | -38012 | -301403 | -119267 | -301403 |
Avg Bars in Trades | 37 | 33 | 41 | 37 | 33 | 41 |
Avg Bars in Winners | 53 | 47 | 58 | 53 | 47 | 58 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 3496 | 1584 | 1911 | 3496 | 1584 | 1911 |
Profit Streak | 0 | 0 | 46.5395 | 0 | 0 | 46.5395 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380194 | 349464 | -479792 | -94598 | -62055 | -579582 |
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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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