Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347736.2367 | 314497.4497 | 33238.787 | 81645.6536 | 560567.9147 | -478922.2611 |
Total P&L (%) | 347.7362 | 314.4975 | 33.2388 | 81.6457 | 560.5679 | -478.9223 |
Avg Daily Profit (%) | 0.1631 | 0.1475 | 0.0156 | 0.028 | 0.0886 | 0 |
Buy And Hold Return (%) | 59.7531 | 59.7531 | 59.7531 | 59.7531 | 59.7531 | 59.7531 |
Max Trade Drawdown | -92419 | -41878 | -130897 | -625156 | -94023 | -766184 |
Profit Factor | 1.5317 | 2.3384 | 1.0793 | 1.0493 | 2.4078 | 0.6195 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Losing Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Profitability (%) | 50 | 57.6923 | 42.3077 | 50 | 57.6923 | 42.3077 |
Ratio Avg Win / Avg Loss | 1.5317 | 1.7148 | 1.4718 | 1.0493 | 1.7657 | 0.8448 |
Largest Winning Trade | 76980 | 76980 | 41187 | 264405 | 264405 | 100737 |
Largest Losing Trade | -80632 | -39458 | -80632 | -576781 | -63488 | -576781 |
Avg Bars in Trades | 38 | 32 | 44 | 38 | 32 | 44 |
Avg Bars in Winners | 37 | 32 | 43 | 37 | 32 | 43 |
Avg Bars in Losers | 40 | 33 | 45 | 40 | 33 | 45 |
Bars Traded | 4033 | 1698 | 2334 | 4033 | 1698 | 2334 |
Profit Streak | 0 | 217.2268 | 0 | 0 | 217.2268 | 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 | 338622 | -170573 | -654114 | -373320 | -247409 | -763824 |
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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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