Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472966.651 | 529826.1585 | -56859.5075 | -59060.3159 | 167531.4699 | -226591.7858 |
Total P&L (%) | 472.9667 | 529.8262 | -56.8595 | -59.0603 | 167.5315 | -226.5918 |
Avg Daily Profit (%) | 0.2604 | 0.2917 | -0.0313 | -0.0492 | 0.0542 | 0 |
Buy And Hold Return (%) | 123.9563 | 123.9563 | 123.9563 | 123.9563 | 123.9563 | 123.9563 |
Max Trade Drawdown | -206388 | -106826 | -110393 | -247992 | -125289 | -241568 |
Profit Factor | 1.6139 | 2.389 | 0.8538 | 0.9262 | 1.4646 | 0.4851 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 49.5327 | 43.3962 | 55.5556 | 49.5327 | 43.3962 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.6443 | 3.1161 | 0.6831 | 0.9437 | 1.9104 | 0.3881 |
Largest Winning Trade | 366778 | 366778 | 70073 | 180338 | 180338 | 45622 |
Largest Losing Trade | -57447 | -40848 | -57447 | -123057 | -44921 | -123057 |
Avg Bars in Trades | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Winners | 35 | 44 | 28 | 35 | 44 | 28 |
Avg Bars in Losers | 26 | 22 | 31 | 26 | 22 | 31 |
Bars Traded | 3309 | 1693 | 1616 | 3309 | 1693 | 1616 |
Profit Streak | 0 | 86.4307 | 0 | 0 | 86.4307 | 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 | 320718 | -169866 | -759835 | -580675 | -356025 | -759835 |
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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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