Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412556.8645 | 322415.9185 | 90140.946 | 829807.9875 | 1367332.6295 | -537524.642 |
Total P&L (%) | 412.5569 | 322.4159 | 90.1409 | 829.808 | 1367.3326 | -537.5246 |
Avg Daily Profit (%) | 0.2418 | 0.189 | 0.0528 | 0.1308 | 0.1576 | 0 |
Buy And Hold Return (%) | 98.2641 | 98.2641 | 98.2641 | 98.2641 | 98.2641 | 98.2641 |
Max Trade Drawdown | -70439 | -41466 | -69431 | -981781 | -470570 | -981781 |
Profit Factor | 1.9515 | 2.9588 | 1.3351 | 1.1753 | 1.8037 | 0.8227 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 58.4158 | 60 | 56.8627 | 58.4158 | 60 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.3892 | 1.9726 | 1.0128 | 0.8367 | 1.2025 | 0.6241 |
Largest Winning Trade | 148754 | 148754 | 48220 | 356723 | 356723 | 296693 |
Largest Losing Trade | -51359 | -18217 | -51359 | -981781 | -312050 | -981781 |
Avg Bars in Trades | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Winners | 49 | 47 | 52 | 49 | 47 | 52 |
Avg Bars in Losers | 46 | 52 | 40 | 46 | 52 | 40 |
Bars Traded | 4875 | 2462 | 2413 | 4875 | 2462 | 2413 |
Profit Streak | 0 | 107.613 | 0 | 0 | 107.613 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355970 | -167484 | -467000 | -45969 | -167815 | -759943 |
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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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