Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549632.6452 | 531930.4227 | 17702.2226 | 823047.1472 | 1601461.8746 | -778414.7275 |
Total P&L (%) | 549.6326 | 531.9304 | 17.7022 | 823.0471 | 1601.4619 | -778.4147 |
Avg Daily Profit (%) | 0.2376 | 0.2299 | 0.0077 | 0.0961 | 0.1226 | 0 |
Buy And Hold Return (%) | 68.7037 | 68.7037 | 68.7037 | 68.7037 | 68.7037 | 68.7037 |
Max Trade Drawdown | -123337 | -68996 | -129650 | -2132292 | -725738 | -1703640 |
Profit Factor | 1.958 | 3.154 | 1.0542 | 1.1528 | 1.6642 | 0.7383 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Losing Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Profitability (%) | 51.5464 | 59.1837 | 43.75 | 51.5464 | 59.1837 | 43.75 |
Ratio Avg Win / Avg Loss | 1.8405 | 2.1751 | 1.3554 | 1.0837 | 1.1477 | 0.9492 |
Largest Winning Trade | 178159 | 178159 | 90975 | 1064155 | 1064155 | 414443 |
Largest Losing Trade | -54911 | -32169 | -54911 | -928417 | -571962 | -928417 |
Avg Bars in Trades | 41 | 25 | 57 | 41 | 25 | 57 |
Avg Bars in Winners | 56 | 24 | 101 | 56 | 24 | 101 |
Avg Bars in Losers | 24 | 26 | 23 | 24 | 26 | 23 |
Bars Traded | 3992 | 1233 | 2759 | 3992 | 1233 | 2759 |
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 | 451329 | 571866 | -511661 | -116192 | -25348 | -583119 |
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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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