Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543079.1015 | 499687.5847 | 43391.5168 | 109730.5941 | 206248.9699 | -96518.3758 |
Total P&L (%) | 543.0791 | 499.6876 | 43.3915 | 109.7306 | 206.249 | -96.5184 |
Avg Daily Profit (%) | 0.2989 | 0.2751 | 0.0239 | 0.0408 | 0.0616 | -0.1847 |
Buy And Hold Return (%) | 139.7243 | 139.7243 | 139.7243 | 139.7243 | 139.7243 | 139.7243 |
Max Trade Drawdown | -120397 | -111654 | -75200 | -835527 | -676279 | -568658 |
Profit Factor | 2.1525 | 2.8181 | 1.221 | 1.0387 | 1.1311 | 0.9234 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 47.3118 | 36.9565 | 57.4468 | 47.3118 | 36.9565 | 57.4468 |
Ratio Avg Win / Avg Loss | 2.3971 | 4.8074 | 0.9044 | 1.1567 | 1.9295 | 0.684 |
Largest Winning Trade | 419351 | 419351 | 67425 | 722185 | 722185 | 420946 |
Largest Losing Trade | -39529 | -29269 | -39529 | -237361 | -237361 | -207936 |
Avg Bars in Trades | 50 | 44 | 57 | 50 | 44 | 57 |
Avg Bars in Winners | 71 | 77 | 68 | 71 | 77 | 68 |
Avg Bars in Losers | 32 | 25 | 42 | 32 | 25 | 42 |
Bars Traded | 4728 | 2041 | 2687 | 4728 | 2041 | 2687 |
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 | 354876 | 217577 | -327756 | -482952 | -208537 | -579731 |
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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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