Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191590.0049 | 240296.1219 | -48706.117 | -51356.5673 | 53802.5855 | -105159.1528 |
Total P&L (%) | 191.59 | 240.2961 | -48.7061 | -51.3566 | 53.8026 | -105.1592 |
Avg Daily Profit (%) | 0.1769 | 0.2219 | -0.045 | -0.0665 | 0.0398 | 0 |
Buy And Hold Return (%) | 22.1252 | 22.1252 | 22.1252 | 22.1252 | 22.1252 | 22.1252 |
Max Trade Drawdown | -180445 | -100634 | -107030 | -510125 | -314958 | -285539 |
Profit Factor | 1.3661 | 1.9025 | 0.8106 | 0.9538 | 1.091 | 0.7981 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 42.4242 | 40.8163 | 44 | 42.4242 | 40.8163 | 44 |
Ratio Avg Win / Avg Loss | 1.8539 | 2.7586 | 1.0316 | 1.2945 | 1.5819 | 1.0158 |
Largest Winning Trade | 339749 | 339749 | 38804 | 345403 | 345403 | 76793 |
Largest Losing Trade | -28189 | -21111 | -28189 | -65617 | -65617 | -63502 |
Avg Bars in Trades | 41 | 46 | 36 | 41 | 46 | 36 |
Avg Bars in Winners | 52 | 59 | 47 | 52 | 59 | 47 |
Avg Bars in Losers | 32 | 36 | 27 | 32 | 36 | 27 |
Bars Traded | 4066 | 2254 | 1812 | 4066 | 2254 | 1812 |
Profit Streak | 0 | 91.4672 | 0 | 0 | 91.4672 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 228235 | 334991 | -761500 | -581793 | -265268 | -761500 |
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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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