Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510552.3892 | 597229.6423 | -86677.2531 | -72249.3919 | 64696.9546 | -136946.3465 |
Total P&L (%) | 510.5524 | 597.2296 | -86.6773 | -72.2494 | 64.697 | -136.9463 |
Avg Daily Profit (%) | 0.2759 | 0.3227 | -0.0468 | -0.0692 | 0.027 | 0 |
Buy And Hold Return (%) | 189.273 | 189.273 | 189.273 | 189.273 | 189.273 | 189.273 |
Max Trade Drawdown | -187594 | -75940 | -175689 | -458798 | -257318 | -318333 |
Profit Factor | 1.5765 | 2.9877 | 0.8519 | 0.9362 | 1.1511 | 0.8053 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 51.5464 | 51.0204 | 52.0833 | 51.5464 | 51.0204 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.4819 | 2.8682 | 0.7837 | 0.88 | 1.105 | 0.7409 |
Largest Winning Trade | 317624 | 317624 | 78197 | 169117 | 94000 | 169117 |
Largest Losing Trade | -85449 | -35179 | -85449 | -112519 | -95602 | -112519 |
Avg Bars in Trades | 223 | 205 | 242 | 223 | 205 | 242 |
Avg Bars in Winners | 284 | 241 | 327 | 284 | 241 | 327 |
Avg Bars in Losers | 158 | 167 | 149 | 158 | 167 | 149 |
Bars Traded | 21681 | 10049 | 11632 | 21681 | 10049 | 11632 |
Profit Streak | 0 | 0 | 43.8095 | 0 | 0 | 43.8095 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 271379 | 433740 | -579865 | -580319 | -376739 | -579865 |
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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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