Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505286.4084 | 545763.1219 | -40476.7135 | -73591.2393 | -4162.1902 | -69429.0491 |
Total P&L (%) | 505.2864 | 545.7631 | -40.4767 | -73.5912 | -4.1622 | -69.429 |
Avg Daily Profit (%) | 0.265 | 0.2862 | -0.0212 | -0.0698 | -0.0022 | -0.0621 |
Buy And Hold Return (%) | 27.4717 | 27.4717 | 27.4717 | 27.4717 | 27.4717 | 27.4717 |
Max Trade Drawdown | -244380 | -155564 | -202161 | -580615 | -493646 | -303398 |
Profit Factor | 1.6697 | 2.2871 | 0.8775 | 0.9593 | 0.9963 | 0.8988 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 47.3684 | 47.9167 | 46.8085 | 47.3684 | 47.9167 | 46.8085 |
Ratio Avg Win / Avg Loss | 1.8552 | 2.486 | 0.9972 | 1.0659 | 1.0829 | 1.0214 |
Largest Winning Trade | 643214 | 643214 | 55616 | 482170 | 482170 | 91689 |
Largest Losing Trade | -59645 | -41209 | -59645 | -173360 | -173360 | -112745 |
Avg Bars in Trades | 35 | 23 | 48 | 35 | 23 | 48 |
Avg Bars in Winners | 45 | 26 | 66 | 45 | 26 | 66 |
Avg Bars in Losers | 27 | 20 | 33 | 27 | 20 | 33 |
Bars Traded | 3417 | 1121 | 2296 | 3417 | 1121 | 2296 |
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 | 395483 | 456660 | -581938 | -579881 | -579555 | -580271 |
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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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