Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397651.5968 | 394464.1511 | 3187.4458 | 250165.3691 | 502625.7646 | -252460.3955 |
Total P&L (%) | 397.6516 | 394.4642 | 3.1874 | 250.1654 | 502.6258 | -252.4604 |
Avg Daily Profit (%) | 0.2817 | 0.2794 | 0.0023 | 0.0888 | 0.1273 | 0 |
Buy And Hold Return (%) | 97.0711 | 97.0711 | 97.0711 | 97.0711 | 97.0711 | 97.0711 |
Max Trade Drawdown | -174577 | -75105 | -140278 | -699041 | -304589 | -497772 |
Profit Factor | 1.685 | 2.5431 | 1.0098 | 1.1431 | 1.6542 | 0.7425 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 47.4747 | 50 | 44.898 | 47.4747 | 50 | 44.898 |
Ratio Avg Win / Avg Loss | 1.8642 | 2.5431 | 1.2393 | 1.2647 | 1.6542 | 0.9112 |
Largest Winning Trade | 140632 | 140632 | 61303 | 243105 | 243105 | 143936 |
Largest Losing Trade | -46561 | -25307 | -46561 | -162935 | -162935 | -150930 |
Avg Bars in Trades | 79 | 62 | 97 | 79 | 62 | 97 |
Avg Bars in Winners | 89 | 63 | 119 | 89 | 63 | 119 |
Avg Bars in Losers | 71 | 61 | 79 | 71 | 61 | 79 |
Bars Traded | 7907 | 3131 | 4776 | 7907 | 3131 | 4776 |
Profit Streak | 0 | 0 | 509.9852 | 0 | 0 | 509.9852 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311632 | -169072 | -566613 | -141753 | -200792 | -582081 |
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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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