Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325162.7583 | 317650.3275 | 7512.4308 | 197655.4008 | 816625.2991 | -618969.8984 |
Total P&L (%) | 325.1628 | 317.6503 | 7.5124 | 197.6554 | 816.6253 | -618.9699 |
Avg Daily Profit (%) | 0.1528 | 0.1493 | 0.0035 | 0.0513 | 0.1042 | 0 |
Buy And Hold Return (%) | 104.8395 | 104.8395 | 104.8395 | 104.8395 | 104.8395 | 104.8395 |
Max Trade Drawdown | -116114 | -104812 | -93562 | -935718 | -569880 | -813477 |
Profit Factor | 1.6902 | 2.629 | 1.0272 | 1.0703 | 1.7492 | 0.6401 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 47.2527 | 51.1111 | 43.4783 | 47.2527 | 51.1111 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.8868 | 2.5147 | 1.3354 | 1.1948 | 1.6732 | 0.8322 |
Largest Winning Trade | 128504 | 128504 | 48478 | 450035 | 450035 | 169897 |
Largest Losing Trade | -59344 | -59344 | -49636 | -371971 | -283609 | -371971 |
Avg Bars in Trades | 43 | 66 | 20 | 43 | 66 | 20 |
Avg Bars in Winners | 42 | 57 | 25 | 42 | 57 | 25 |
Avg Bars in Losers | 43 | 76 | 16 | 43 | 76 | 16 |
Bars Traded | 3927 | 3003 | 923 | 3927 | 3003 | 923 |
Profit Streak | 0 | 49.6696 | 0 | 0 | 49.6696 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 236650 | 321365 | -546660 | -276077 | -49409 | -582962 |
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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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