Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324290.872 | 279928.7503 | 44362.1217 | 655111.3513 | 670127.5027 | -15016.1513 |
Total P&L (%) | 324.2909 | 279.9288 | 44.3621 | 655.1114 | 670.1275 | -15.0162 |
Avg Daily Profit (%) | 0.3637 | 0.314 | 0.0498 | 0.227 | 0.2292 | -0.0182 |
Buy And Hold Return (%) | 115.6439 | 115.6439 | 115.6439 | 115.6439 | 115.6439 | 115.6439 |
Max Trade Drawdown | -66760 | -50301 | -72437 | -291266 | -150336 | -323933 |
Profit Factor | 1.8265 | 2.7421 | 1.1915 | 1.4723 | 2.2796 | 0.9826 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Profitability (%) | 50.4854 | 54.902 | 46.1538 | 50.4854 | 54.902 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.7914 | 2.2525 | 1.3901 | 1.444 | 1.8726 | 1.1464 |
Largest Winning Trade | 99121 | 99121 | 37216 | 172901 | 172901 | 160827 |
Largest Losing Trade | -37523 | -18374 | -37523 | -291266 | -90466 | -291266 |
Avg Bars in Trades | 101 | 100 | 102 | 101 | 100 | 102 |
Avg Bars in Winners | 140 | 107 | 179 | 140 | 107 | 179 |
Avg Bars in Losers | 61 | 91 | 37 | 61 | 91 | 37 |
Bars Traded | 10441 | 5103 | 5338 | 10441 | 5103 | 5338 |
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 | 343358 | -169677 | -483697 | 318696 | -167596 | -760662 |
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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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