Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 759287.5181 | 827796.8542 | -68509.336 | -88784.3324 | 165099.0339 | -253883.3663 |
Total P&L (%) | 759.2875 | 827.7969 | -68.5093 | -88.7843 | 165.099 | -253.8834 |
Avg Daily Profit (%) | 0.4013 | 0.4375 | -0.0362 | -0.1156 | 0.0515 | 0 |
Buy And Hold Return (%) | 230.9849 | 230.9849 | 230.9849 | 230.9849 | 230.9849 | 230.9849 |
Max Trade Drawdown | -117056 | -61279 | -158765 | -273618 | -28806 | -256443 |
Profit Factor | 2.2055 | 4.319 | 0.8199 | 0.8006 | 2.7911 | 0.281 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 49.4949 | 48.9796 | 50 | 49.4949 | 48.9796 | 50 |
Ratio Avg Win / Avg Loss | 2.2506 | 4.4989 | 0.8199 | 0.817 | 2.9074 | 0.281 |
Largest Winning Trade | 727797 | 727797 | 62696 | 190956 | 190956 | 54866 |
Largest Losing Trade | -97771 | -20887 | -97771 | -234889 | -28806 | -234889 |
Avg Bars in Trades | 73 | 62 | 85 | 73 | 62 | 85 |
Avg Bars in Winners | 95 | 65 | 124 | 95 | 65 | 124 |
Avg Bars in Losers | 52 | 59 | 45 | 52 | 59 | 45 |
Bars Traded | 7304 | 3041 | 4264 | 7304 | 3041 | 4264 |
Profit Streak | 0 | 17.9594 | 0 | 0 | 17.9594 | 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 | 402000 | 541283 | -760833 | -580710 | -284268 | -760833 |
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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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