Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1248719.8783 | 1262441.9411 | -13722.0628 | 573963.2731 | 1283651.6939 | -709688.4208 |
Total P&L (%) | 1248.7199 | 1262.4419 | -13.7221 | 573.9633 | 1283.6517 | -709.6884 |
Avg Daily Profit (%) | 0.6891 | 0.6967 | -0.0076 | 0.1054 | 0.1451 | 0 |
Buy And Hold Return (%) | 506.5457 | 506.5457 | 506.5457 | 506.5457 | 506.5457 | 506.5457 |
Max Trade Drawdown | -96985 | -85946 | -110650 | -1028896 | -660340 | -841618 |
Profit Factor | 2.785 | 5.2429 | 0.9659 | 1.132 | 1.7452 | 0.7296 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 39.604 | 34 | 45.098 | 39.604 | 34 | 45.098 |
Ratio Avg Win / Avg Loss | 4.2471 | 10.1775 | 1.1758 | 1.7263 | 3.3877 | 0.8883 |
Largest Winning Trade | 804523 | 804523 | 76769 | 729741 | 729741 | 426537 |
Largest Losing Trade | -75603 | -23884 | -75603 | -661851 | -244753 | -661851 |
Avg Bars in Trades | 105 | 100 | 110 | 105 | 100 | 110 |
Avg Bars in Winners | 190 | 194 | 187 | 190 | 194 | 187 |
Avg Bars in Losers | 49 | 51 | 47 | 49 | 51 | 47 |
Bars Traded | 10678 | 5019 | 5659 | 10678 | 5019 | 5659 |
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 | 358981 | -169628 | -761072 | -254260 | -185417 | -762739 |
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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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