Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664801.5104 | 612274.156 | 52527.3544 | 414465.447 | 270575.871 | 143889.576 |
Total P&L (%) | 664.8015 | 612.2742 | 52.5274 | 414.4654 | 270.5759 | 143.8896 |
Avg Daily Profit (%) | 0.368 | 0.3389 | 0.0291 | 0.0907 | 0.0725 | 0.0494 |
Buy And Hold Return (%) | 263.0234 | 263.0234 | 263.0234 | 263.0234 | 263.0234 | 263.0234 |
Max Trade Drawdown | -95234 | -95917 | -161050 | -156097 | -215102 | -130324 |
Profit Factor | 1.8395 | 2.6453 | 1.1251 | 1.4829 | 1.6412 | 1.3298 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 49.5327 | 49.0566 | 50 | 49.5327 | 49.0566 | 50 |
Ratio Avg Win / Avg Loss | 1.8742 | 2.747 | 1.1251 | 1.5109 | 1.7043 | 1.3298 |
Largest Winning Trade | 204564 | 204564 | 62289 | 154754 | 154754 | 98608 |
Largest Losing Trade | -77510 | -40896 | -77510 | -130324 | -119508 | -130324 |
Avg Bars in Trades | 97 | 103 | 92 | 97 | 103 | 92 |
Avg Bars in Winners | 122 | 120 | 123 | 122 | 120 | 123 |
Avg Bars in Losers | 74 | 87 | 61 | 74 | 87 | 61 |
Bars Traded | 10475 | 5494 | 4981 | 10475 | 5494 | 4981 |
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 | 343293 | -170854 | -582744 | -79159 | -430250 | -472554 |
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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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