Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313601.3767 | 299234.1165 | 14367.2602 | -20418.0204 | 73554.716 | -93972.7364 |
Total P&L (%) | 313.6014 | 299.2341 | 14.3673 | -20.418 | 73.5547 | -93.9727 |
Avg Daily Profit (%) | 0.1724 | 0.1645 | 0.0079 | -0.0126 | 0.0303 | -0.1543 |
Buy And Hold Return (%) | 69.0273 | 69.0273 | 69.0273 | 69.0273 | 69.0273 | 69.0273 |
Max Trade Drawdown | -209497 | -155349 | -75484 | -309778 | -134503 | -180695 |
Profit Factor | 1.5839 | 1.9665 | 1.0632 | 0.969 | 1.2191 | 0.7093 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 52.809 | 47.7273 | 57.7778 | 52.809 | 47.7273 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.4154 | 2.1538 | 0.7769 | 0.8659 | 1.3352 | 0.5183 |
Largest Winning Trade | 288039 | 288039 | 44249 | 109605 | 109605 | 41651 |
Largest Losing Trade | -55534 | -45109 | -55534 | -127577 | -50870 | -127577 |
Avg Bars in Trades | 54 | 51 | 57 | 54 | 51 | 57 |
Avg Bars in Winners | 74 | 68 | 80 | 74 | 68 | 80 |
Avg Bars in Losers | 31 | 36 | 26 | 31 | 36 | 26 |
Bars Traded | 4864 | 2272 | 2592 | 4864 | 2272 | 2592 |
Profit Streak | 0 | 47.0213 | 0 | 0 | 47.0213 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 290391 | 334511 | -499690 | -580176 | -298007 | -579703 |
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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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