Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567974.8266 | 557751.3313 | 10223.4953 | 268478.3758 | 337703.8893 | -69225.5135 |
Total P&L (%) | 567.9748 | 557.7513 | 10.2235 | 268.4784 | 337.7039 | -69.2255 |
Avg Daily Profit (%) | 0.3087 | 0.3032 | 0.0056 | 0.0709 | 0.0803 | -0.064 |
Buy And Hold Return (%) | 162.3813 | 162.3813 | 162.3813 | 162.3813 | 162.3813 | 162.3813 |
Max Trade Drawdown | -156852 | -135238 | -68615 | -503774 | -355046 | -190904 |
Profit Factor | 2.1651 | 3.5217 | 1.0384 | 1.2669 | 1.6758 | 0.8633 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 43.9252 | 42.5926 | 45.283 | 43.9252 | 42.5926 | 45.283 |
Ratio Avg Win / Avg Loss | 2.7639 | 4.7466 | 1.2547 | 1.6173 | 2.2587 | 1.0431 |
Largest Winning Trade | 495704 | 495704 | 45280 | 367102 | 367102 | 77838 |
Largest Losing Trade | -34704 | -34704 | -30643 | -120786 | -120786 | -89775 |
Avg Bars in Trades | 99 | 96 | 101 | 99 | 96 | 101 |
Avg Bars in Winners | 169 | 163 | 175 | 169 | 163 | 175 |
Avg Bars in Losers | 43 | 46 | 41 | 43 | 46 | 41 |
Bars Traded | 10596 | 5193 | 5403 | 10596 | 5193 | 5403 |
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 | 300210 | -170030 | -711363 | -108540 | -271889 | -761001 |
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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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