Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444781.139 | 465205.2435 | -20424.1045 | 207872.7044 | 169115.7053 | 38756.9991 |
Total P&L (%) | 444.7811 | 465.2052 | -20.4241 | 207.8727 | 169.1157 | 38.757 |
Avg Daily Profit (%) | 0.2135 | 0.2233 | -0.0098 | 0.054 | 0.0475 | 0.0157 |
Buy And Hold Return (%) | 129.3131 | 129.3131 | 129.3131 | 129.3131 | 129.3131 | 129.3131 |
Max Trade Drawdown | -132335 | -131917 | -98064 | -953688 | -962920 | -286917 |
Profit Factor | 1.7025 | 2.1234 | 0.9067 | 1.0761 | 1.0818 | 1.0582 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Losing Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Profitability (%) | 66.6667 | 72.9167 | 60.4167 | 66.6667 | 72.9167 | 60.4167 |
Ratio Avg Win / Avg Loss | 0.8513 | 0.7887 | 0.5941 | 0.538 | 0.4018 | 0.6933 |
Largest Winning Trade | 79925 | 79925 | 20446 | 358019 | 358019 | 112283 |
Largest Losing Trade | -70053 | -70053 | -42278 | -530169 | -530169 | -175977 |
Avg Bars in Trades | 247 | 416 | 78 | 247 | 416 | 78 |
Avg Bars in Winners | 129 | 193 | 51 | 129 | 193 | 51 |
Avg Bars in Losers | 484 | 1016 | 119 | 484 | 1016 | 119 |
Bars Traded | 23775 | 19994 | 3781 | 23775 | 19994 | 3781 |
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 | 293707 | 344169 | -579338 | -266155 | -328610 | -494300 |
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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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