Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276535.2974 | 279294.1009 | -2758.8035 | 41960.3057 | 116219.0554 | -74258.7497 |
Total P&L (%) | 276.5353 | 279.2941 | -2.7588 | 41.9603 | 116.2191 | -74.2588 |
Avg Daily Profit (%) | 0.1533 | 0.1549 | -0.0015 | 0.0194 | 0.0428 | -0.0752 |
Buy And Hold Return (%) | 10.9449 | 10.9449 | 10.9449 | 10.9449 | 10.9449 | 10.9449 |
Max Trade Drawdown | -117340 | -79346 | -42451 | -491106 | -322830 | -172344 |
Profit Factor | 1.771 | 2.4933 | 0.9839 | 1.0404 | 1.2087 | 0.8459 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 51.9608 | 45.098 | 58.8235 | 51.9608 | 45.098 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.6373 | 3.0354 | 0.6888 | 0.9619 | 1.4714 | 0.5921 |
Largest Winning Trade | 346908 | 346908 | 19134 | 427111 | 427111 | 82835 |
Largest Losing Trade | -32001 | -32000 | -32001 | -129759 | -129759 | -88968 |
Avg Bars in Trades | 32 | 32 | 33 | 32 | 32 | 33 |
Avg Bars in Winners | 36 | 40 | 34 | 36 | 40 | 34 |
Avg Bars in Losers | 28 | 25 | 31 | 28 | 25 | 31 |
Bars Traded | 3331 | 1639 | 1693 | 3331 | 1639 | 1693 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399819 | -169974 | -759689 | -346507 | -318221 | -759689 |
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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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