Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330457.3013 | 333918.1145 | -3460.8132 | 63607.7274 | 252512.1232 | -188904.3958 |
Total P&L (%) | 330.4573 | 333.9181 | -3.4608 | 63.6077 | 252.5121 | -188.9044 |
Avg Daily Profit (%) | 0.2677 | 0.2705 | -0.0028 | 0.0399 | 0.1021 | 0 |
Buy And Hold Return (%) | 10.9715 | 10.9715 | 10.9715 | 10.9715 | 10.9715 | 10.9715 |
Max Trade Drawdown | -216997 | -98535 | -157911 | -531713 | -284677 | -287828 |
Profit Factor | 1.4848 | 1.9833 | 0.9899 | 1.0561 | 1.4652 | 0.6809 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 50.9259 | 51.8519 | 50 | 50.9259 | 51.8519 | 50 |
Ratio Avg Win / Avg Loss | 1.4308 | 1.8416 | 0.9899 | 1.0177 | 1.3605 | 0.6809 |
Largest Winning Trade | 205783 | 205783 | 36222 | 248837 | 248837 | 95291 |
Largest Losing Trade | -35659 | -35659 | -34453 | -198492 | -198492 | -127393 |
Avg Bars in Trades | 44 | 51 | 37 | 44 | 51 | 37 |
Avg Bars in Winners | 48 | 52 | 44 | 48 | 52 | 44 |
Avg Bars in Losers | 39 | 50 | 29 | 39 | 50 | 29 |
Bars Traded | 4790 | 2783 | 2006 | 4790 | 2783 | 2006 |
Profit Streak | 0 | 0 | 48.1846 | 0 | 0 | 48.1846 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353526 | -167823 | -759844 | -298888 | -235380 | -759844 |
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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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