Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489132.4919 | 526513.3222 | -37380.8303 | 40632.4084 | 106405.6556 | -65773.2472 |
Total P&L (%) | 489.1325 | 526.5133 | -37.3808 | 40.6324 | 106.4057 | -65.7732 |
Avg Daily Profit (%) | 0.2658 | 0.2861 | -0.0203 | 0.0185 | 0.0394 | -0.0583 |
Buy And Hold Return (%) | 121.4727 | 121.4727 | 121.4727 | 121.4727 | 121.4727 | 121.4727 |
Max Trade Drawdown | -107181 | -109115 | -75976 | -194352 | -173160 | -109911 |
Profit Factor | 1.7868 | 2.8639 | 0.8898 | 1.0497 | 1.2754 | 0.8473 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 42.268 | 42.8571 | 41.6667 | 42.268 | 42.8571 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.4404 | 3.8185 | 1.2457 | 1.4338 | 1.7006 | 1.1862 |
Largest Winning Trade | 477057 | 477057 | 48633 | 200715 | 200715 | 62948 |
Largest Losing Trade | -35052 | -33891 | -35052 | -85102 | -57796 | -85102 |
Avg Bars in Trades | 54 | 52 | 55 | 54 | 52 | 55 |
Avg Bars in Winners | 87 | 86 | 88 | 87 | 86 | 88 |
Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
Bars Traded | 5240 | 2562 | 2678 | 5240 | 2562 | 2678 |
Profit Streak | 0 | 0 | 52.3904 | 0 | 0 | 52.3904 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 238518 | 346856 | -581699 | -502438 | -307697 | -581699 |
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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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