Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526878.5405 | 634727.6792 | -107849.1387 | -72695.8443 | 105953.5121 | -178649.3564 |
Total P&L (%) | 526.8785 | 634.7277 | -107.8491 | -72.6958 | 105.9535 | -178.6494 |
Avg Daily Profit (%) | 0.2336 | 0.2814 | -0.0478 | -0.0575 | 0.032 | 0 |
Buy And Hold Return (%) | 113.242 | 113.242 | 113.242 | 113.242 | 113.242 | 113.242 |
Max Trade Drawdown | -209410 | -163703 | -258161 | -189688 | -94770 | -236656 |
Profit Factor | 1.4146 | 2.0982 | 0.8443 | 0.9121 | 1.317 | 0.6373 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 98 | 44 | 54 | 98 | 44 | 54 |
Losing Trades | 111 | 61 | 50 | 111 | 61 | 50 |
Profitability (%) | 46.89 | 41.9048 | 51.9231 | 46.89 | 41.9048 | 51.9231 |
Ratio Avg Win / Avg Loss | 1.6023 | 2.9088 | 0.7818 | 1.0331 | 1.8258 | 0.5901 |
Largest Winning Trade | 387567 | 387567 | 51637 | 131545 | 131545 | 61893 |
Largest Losing Trade | -61764 | -31001 | -61764 | -59064 | -43061 | -59064 |
Avg Bars in Trades | 42 | 40 | 45 | 42 | 40 | 45 |
Avg Bars in Winners | 56 | 56 | 57 | 56 | 56 | 57 |
Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
Bars Traded | 8944 | 4254 | 4690 | 8944 | 4254 | 4690 |
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 | 304669 | 301350 | -580805 | -579226 | -317986 | -580805 |
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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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