Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420402.0097 | 414173.3906 | 6228.6192 | 135446.9663 | 506859.8878 | -371412.9214 |
Total P&L (%) | 420.402 | 414.1734 | 6.2286 | 135.447 | 506.8599 | -371.4129 |
Avg Daily Profit (%) | 0.2598 | 0.256 | 0.0039 | 0.0529 | 0.1115 | 0 |
Buy And Hold Return (%) | 11.6994 | 11.6994 | 11.6994 | 11.6994 | 11.6994 | 11.6994 |
Max Trade Drawdown | -144677 | -121039 | -110211 | -1234552 | -871471 | -882908 |
Profit Factor | 1.6249 | 2.5015 | 1.0157 | 1.0359 | 1.3114 | 0.8272 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Profitability (%) | 44.3396 | 49.0566 | 39.6226 | 44.3396 | 49.0566 | 39.6226 |
Ratio Avg Win / Avg Loss | 2.0398 | 2.5977 | 1.5477 | 1.3003 | 1.3618 | 1.2606 |
Largest Winning Trade | 117382 | 117382 | 56786 | 535473 | 535473 | 334847 |
Largest Losing Trade | -63962 | -54330 | -63962 | -625294 | -474733 | -625294 |
Avg Bars in Trades | 176 | 171 | 180 | 176 | 171 | 180 |
Avg Bars in Winners | 270 | 253 | 290 | 270 | 253 | 290 |
Avg Bars in Losers | 100 | 92 | 107 | 100 | 92 | 107 |
Bars Traded | 18659 | 9094 | 9565 | 18659 | 9094 | 9565 |
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 | 334422 | -167554 | -739694 | -305228 | -223986 | -763202 |
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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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