Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635300.9011 | 700948.3174 | -65647.4163 | -39767.2495 | 173766.216 | -213533.4655 |
Total P&L (%) | 635.3009 | 700.9483 | -65.6474 | -39.7673 | 173.7662 | -213.5335 |
Avg Daily Profit (%) | 0.3445 | 0.3801 | -0.0356 | -0.0275 | 0.0546 | 0 |
Buy And Hold Return (%) | 153.0675 | 153.0675 | 153.0675 | 153.0675 | 153.0675 | 153.0675 |
Max Trade Drawdown | -221654 | -149525 | -109770 | -1103241 | -717170 | -466772 |
Profit Factor | 1.8228 | 2.8886 | 0.8363 | 0.9797 | 1.1707 | 0.7742 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 44.0367 | 40 | 48.1481 | 44.0367 | 40 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.3165 | 4.3328 | 0.9006 | 1.2451 | 1.7561 | 0.8337 |
Largest Winning Trade | 675872 | 675872 | 45387 | 631873 | 631873 | 277973 |
Largest Losing Trade | -61778 | -34161 | -61778 | -358774 | -358774 | -343140 |
Avg Bars in Trades | 96 | 95 | 97 | 96 | 95 | 97 |
Avg Bars in Winners | 148 | 164 | 135 | 148 | 164 | 135 |
Avg Bars in Losers | 54 | 48 | 62 | 54 | 48 | 62 |
Bars Traded | 10482 | 5233 | 5249 | 10482 | 5233 | 5249 |
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 | 310085 | -170559 | -761553 | -581140 | -459252 | -761553 |
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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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