Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974864.895 | 998040.8234 | -23175.9284 | 287110.8086 | 522958.1484 | -235847.3398 |
Total P&L (%) | 974.8649 | 998.0408 | -23.1759 | 287.1108 | 522.9581 | -235.8473 |
Avg Daily Profit (%) | 0.3897 | 0.399 | -0.0093 | 0.0541 | 0.0732 | 0 |
Buy And Hold Return (%) | 442.8355 | 442.8355 | 442.8355 | 442.8355 | 442.8355 | 442.8355 |
Max Trade Drawdown | -186418 | -166174 | -116873 | -1040723 | -680398 | -492959 |
Profit Factor | 2.555 | 3.6612 | 0.908 | 1.1204 | 1.3566 | 0.7432 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 47.7064 | 43.6364 | 51.8519 | 47.7064 | 43.6364 | 51.8519 |
Ratio Avg Win / Avg Loss | 2.8007 | 4.729 | 0.8431 | 1.2281 | 1.7523 | 0.6901 |
Largest Winning Trade | 746719 | 746719 | 40874 | 855601 | 855601 | 128526 |
Largest Losing Trade | -46732 | -46732 | -36910 | -305565 | -305565 | -174146 |
Avg Bars in Trades | 66 | 64 | 67 | 66 | 64 | 67 |
Avg Bars in Winners | 96 | 105 | 89 | 96 | 105 | 89 |
Avg Bars in Losers | 38 | 33 | 44 | 38 | 33 | 44 |
Bars Traded | 7227 | 3558 | 3669 | 7227 | 3558 | 3669 |
Profit Streak | 0 | 0 | 45.6586 | 0 | 0 | 45.6586 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301769 | -171175 | -760036 | -375119 | -385320 | -760036 |
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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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