Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538586.9153 | 691889.5931 | -153302.6779 | -98490.9708 | 149430.9954 | -247921.9662 |
Total P&L (%) | 538.5869 | 691.8896 | -153.3027 | -98.491 | 149.431 | -247.922 |
Avg Daily Profit (%) | 0.2917 | 0.3747 | -0.083 | -0.2269 | 0.0495 | 0 |
Buy And Hold Return (%) | 123.3607 | 123.3607 | 123.3607 | 123.3607 | 123.3607 | 123.3607 |
Max Trade Drawdown | -170914 | -95888 | -227487 | -244135 | -73429 | -256626 |
Profit Factor | 1.5344 | 2.7981 | 0.754 | 0.7718 | 2.1052 | 0.1636 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 54.2857 | 51.9231 | 56.6038 | 54.2857 | 51.9231 | 56.6038 |
Ratio Avg Win / Avg Loss | 1.2921 | 2.5909 | 0.578 | 0.65 | 1.9493 | 0.1255 |
Largest Winning Trade | 433242 | 433242 | 73935 | 199378 | 199378 | 17759 |
Largest Losing Trade | -94476 | -46727 | -94476 | -152973 | -48128 | -152973 |
Avg Bars in Trades | 68 | 69 | 66 | 68 | 69 | 66 |
Avg Bars in Winners | 92 | 94 | 89 | 92 | 94 | 89 |
Avg Bars in Losers | 40 | 43 | 37 | 40 | 43 | 37 |
Bars Traded | 7182 | 3634 | 3547 | 7182 | 3634 | 3547 |
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 | 333918 | -165862 | -759977 | -579943 | -402622 | -759977 |
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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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