Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635466.9652 | 620289.3472 | 15177.6181 | -12674.1668 | -45110.1294 | 32435.9626 |
Total P&L (%) | 635.467 | 620.2893 | 15.1776 | -12.6742 | -45.1101 | 32.436 |
Avg Daily Profit (%) | 0.3326 | 0.3247 | 0.0079 | -0.0071 | -0.0314 | 0.0147 |
Buy And Hold Return (%) | 10.5126 | 10.5126 | 10.5126 | 10.5126 | 10.5126 | 10.5126 |
Max Trade Drawdown | -228376 | -124190 | -148202 | -678166 | -493943 | -362123 |
Profit Factor | 1.9145 | 2.5855 | 1.05 | 0.9939 | 0.9625 | 1.0367 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 49.505 | 45.098 | 54 | 49.505 | 45.098 | 54 |
Ratio Avg Win / Avg Loss | 1.9528 | 3.1476 | 0.8944 | 1.0138 | 1.1717 | 0.8831 |
Largest Winning Trade | 702906 | 702906 | 51923 | 464870 | 464870 | 190405 |
Largest Losing Trade | -37550 | -37550 | -29242 | -156043 | -156043 | -141747 |
Avg Bars in Trades | 33 | 24 | 43 | 33 | 24 | 43 |
Avg Bars in Winners | 42 | 29 | 54 | 42 | 29 | 54 |
Avg Bars in Losers | 24 | 20 | 29 | 24 | 20 | 29 |
Bars Traded | 3419 | 1262 | 2157 | 3419 | 1262 | 2157 |
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 | 463780 | -167650 | -556686 | -579034 | -760795 | -537628 |
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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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