Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223446.959 | 718753.8487 | -495306.8897 | 129591.5147 | -4696.2838 | 134287.7985 |
Total P&L (%) | 223.447 | 718.7538 | -495.3069 | 129.5915 | -4.6963 | 134.2878 |
Avg Daily Profit (%) | 0.1232 | 0.3964 | -0.2732 | 0.0459 | -0.0027 | 0.047 |
Buy And Hold Return (%) | 343.8357 | 343.8357 | 343.8357 | 343.8357 | 343.8357 | 343.8357 |
Max Trade Drawdown | -608459 | -97139 | -555550 | -1634529 | -809294 | -1101988 |
Profit Factor | 1.2031 | 3.4329 | 0.3844 | 1.0402 | 0.9964 | 1.0699 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 48 | 23 | 25 | 46 | 24 | 22 |
Losing Trades | 50 | 26 | 24 | 52 | 25 | 27 |
Profitability (%) | 48.9796 | 46.9388 | 51.0204 | 46.9388 | 48.9796 | 44.898 |
Ratio Avg Win / Avg Loss | 1.2533 | 3.8806 | 0.369 | 1.1759 | 1.0379 | 1.313 |
Largest Winning Trade | 727472 | 727472 | 79207 | 1108432 | 720465 | 1108432 |
Largest Losing Trade | -381575 | -42334 | -381575 | -1024006 | -179958 | -1024006 |
Avg Bars in Trades | 36 | 36 | 37 | 36 | 36 | 37 |
Avg Bars in Winners | 37 | 34 | 39 | 27 | 24 | 30 |
Avg Bars in Losers | 35 | 36 | 34 | 45 | 47 | 42 |
Bars Traded | 3592 | 1765 | 1827 | 3592 | 1765 | 1827 |
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 | -194898 | 320462 | -580549 | -474706 | -579411 | -441494 |
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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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