Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497824.5885 | 400119.0945 | 97705.494 | 731003.881 | 729591.308 | 1412.573 |
Total P&L (%) | 497.8246 | 400.1191 | 97.7055 | 731.0039 | 729.5913 | 1.4126 |
Avg Daily Profit (%) | 0.4779 | 0.3841 | 0.0938 | 0.2035 | 0.2033 | 0.0013 |
Buy And Hold Return (%) | 11.303 | 11.303 | 11.303 | 11.303 | 11.303 | 11.303 |
Max Trade Drawdown | -81556 | -62796 | -46623 | -1247158 | -850677 | -572136 |
Profit Factor | 2.094 | 2.434 | 1.5551 | 1.1886 | 1.3087 | 1.0009 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 39 | 13 | 26 | 39 | 13 | 26 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 36.4486 | 24.5283 | 48.1481 | 36.4486 | 24.5283 | 48.1481 |
Ratio Avg Win / Avg Loss | 3.6511 | 7.4892 | 1.6747 | 2.0725 | 4.0269 | 1.0779 |
Largest Winning Trade | 307055 | 307055 | 34881 | 1386561 | 1386561 | 385730 |
Largest Losing Trade | -17598 | -17598 | -14408 | -215361 | -211907 | -215361 |
Avg Bars in Trades | 230 | 219 | 241 | 230 | 219 | 241 |
Avg Bars in Winners | 426 | 535 | 372 | 426 | 535 | 372 |
Avg Bars in Losers | 118 | 117 | 119 | 118 | 117 | 119 |
Bars Traded | 24683 | 11648 | 13035 | 24683 | 11648 | 13035 |
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 | 323731 | -198394 | -245765 | -8838 | -202912 | -757063 |
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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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