Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371145.0638 | 577600.1314 | -206455.0676 | 485131.9742 | -1807093.862 | 2292225.8362 |
Total P&L (%) | 371.1451 | 577.6001 | -206.4551 | 485.132 | -1807.0939 | 2292.2258 |
Avg Daily Profit (%) | 0.2047 | 0.3185 | -0.1139 | 0.0975 | 0 | 0.1752 |
Buy And Hold Return (%) | 642.2098 | 642.2098 | 642.2098 | 642.2098 | 642.2098 | 642.2098 |
Max Trade Drawdown | -231093 | -69427 | -272675 | -2561350 | -2131534 | -1128602 |
Profit Factor | 1.384 | 2.9437 | 0.6915 | 1.0602 | 0.5956 | 1.6376 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 22 | 20 | 44 | 21 | 23 |
Losing Trades | 52 | 25 | 27 | 50 | 26 | 24 |
Profitability (%) | 44.6809 | 46.8085 | 42.5532 | 46.8085 | 44.6809 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.7136 | 3.3451 | 0.9336 | 1.2047 | 0.7374 | 1.7088 |
Largest Winning Trade | 274999 | 274999 | 56466 | 2878034 | 591451 | 2878034 |
Largest Losing Trade | -231093 | -55103 | -231093 | -1349703 | -1349703 | -426295 |
Avg Bars in Trades | 73 | 66 | 81 | 73 | 66 | 81 |
Avg Bars in Winners | 88 | 76 | 101 | 80 | 67 | 93 |
Avg Bars in Losers | 62 | 56 | 67 | 68 | 65 | 70 |
Bars Traded | 6950 | 3111 | 3840 | 6950 | 3111 | 3840 |
Profit Streak | 0 | 0 | 122.1385 | 0 | 0 | 122.1385 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158226 | -152265 | -582241 | -383952 | -582765 | 336272 |
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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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