Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484822.9359 | 541168.6911 | -56345.7552 | 8874.5881 | 189968.272 | -181093.6839 |
Total P&L (%) | 484.8229 | 541.1687 | -56.3458 | 8.8746 | 189.9683 | -181.0937 |
Avg Daily Profit (%) | 0.2617 | 0.2922 | -0.0304 | 0.0046 | 0.0575 | 0 |
Buy And Hold Return (%) | 49.0741 | 49.0741 | 49.0741 | 49.0741 | 49.0741 | 49.0741 |
Max Trade Drawdown | -130722 | -90550 | -176365 | -157039 | -141404 | -236379 |
Profit Factor | 1.4572 | 2.316 | 0.9132 | 1.0083 | 1.4647 | 0.7234 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 89 | 39 | 50 | 89 | 39 | 50 |
Losing Trades | 106 | 59 | 47 | 106 | 59 | 47 |
Profitability (%) | 45.641 | 39.7959 | 51.5464 | 45.641 | 39.7959 | 51.5464 |
Ratio Avg Win / Avg Loss | 1.7356 | 3.5037 | 0.8584 | 1.201 | 2.2159 | 0.68 |
Largest Winning Trade | 237858 | 237858 | 68916 | 90569 | 90569 | 63112 |
Largest Losing Trade | -42815 | -22655 | -42815 | -59690 | -29457 | -59690 |
Avg Bars in Trades | 55 | 51 | 60 | 55 | 51 | 60 |
Avg Bars in Winners | 83 | 83 | 82 | 83 | 83 | 82 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 10914 | 5093 | 5821 | 10914 | 5093 | 5821 |
Profit Streak | 0 | 0 | 36.2647 | 0 | 0 | 36.2647 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346697 | 323075 | -580329 | -564486 | -120549 | -580329 |
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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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