Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543774.0926 | 571549.665 | -27775.5723 | -15987.2328 | 181619.3702 | -197606.603 |
Total P&L (%) | 543.7741 | 571.5497 | -27.7756 | -15.9872 | 181.6194 | -197.6066 |
Avg Daily Profit (%) | 0.2978 | 0.313 | -0.0152 | -0.0095 | 0.0567 | 0 |
Buy And Hold Return (%) | 164.421 | 164.421 | 164.421 | 164.421 | 164.421 | 164.421 |
Max Trade Drawdown | -155566 | -100204 | -112895 | -348886 | -241531 | -235770 |
Profit Factor | 1.7494 | 2.6423 | 0.9264 | 0.986 | 1.3385 | 0.6718 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 50.4587 | 50 | 50.9091 | 50.4587 | 50 | 50.9091 |
Ratio Avg Win / Avg Loss | 1.7176 | 2.6423 | 0.8933 | 0.968 | 1.3385 | 0.6478 |
Largest Winning Trade | 388833 | 388833 | 73589 | 296120 | 296120 | 48471 |
Largest Losing Trade | -47139 | -47139 | -38191 | -84322 | -84322 | -80553 |
Avg Bars in Trades | 30 | 33 | 26 | 30 | 33 | 26 |
Avg Bars in Winners | 37 | 38 | 35 | 37 | 38 | 35 |
Avg Bars in Losers | 23 | 29 | 17 | 23 | 29 | 17 |
Bars Traded | 3309 | 1829 | 1480 | 3309 | 1829 | 1480 |
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 | 349253 | -168699 | -760437 | -580428 | -430152 | -760437 |
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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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