Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424673.6552 | 613644.2717 | -188970.6165 | -97741.3986 | 55919.988 | -153661.3867 |
Total P&L (%) | 424.6737 | 613.6443 | -188.9706 | -97.7414 | 55.92 | -153.6614 |
Avg Daily Profit (%) | 0.23 | 0.3323 | -0.1023 | -0.2051 | 0.0241 | 0 |
Buy And Hold Return (%) | 100.5688 | 100.5688 | 100.5688 | 100.5688 | 100.5688 | 100.5688 |
Max Trade Drawdown | -248519 | -133111 | -250620 | -165741 | -124382 | -156929 |
Profit Factor | 1.4103 | 2.5585 | 0.7053 | 0.7341 | 1.3381 | 0.24 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 51.5464 | 52.0833 | 51.0204 | 51.5464 | 52.0833 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.3257 | 2.3538 | 0.6771 | 0.6901 | 1.231 | 0.2304 |
Largest Winning Trade | 418583 | 418583 | 74889 | 97643 | 97643 | 14950 |
Largest Losing Trade | -81308 | -55573 | -81308 | -93205 | -93205 | -64444 |
Avg Bars in Trades | 111 | 108 | 113 | 111 | 108 | 113 |
Avg Bars in Winners | 156 | 149 | 162 | 156 | 149 | 162 |
Avg Bars in Losers | 63 | 63 | 63 | 63 | 63 | 63 |
Bars Traded | 10779 | 5204 | 5575 | 10779 | 5204 | 5575 |
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 | 254516 | 497042 | -580549 | -580319 | -325831 | -580549 |
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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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