Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547150.5859 | 488636.1588 | 58514.4271 | 660599.578 | 672241.5409 | -11641.9629 |
Total P&L (%) | 547.1506 | 488.6362 | 58.5144 | 660.5996 | 672.2415 | -11.642 |
Avg Daily Profit (%) | 1.0505 | 0.9382 | 0.1123 | 0.3903 | 0.3932 | -0.0238 |
Buy And Hold Return (%) | 128.3298 | 128.3298 | 128.3298 | 128.3298 | 128.3298 | 128.3298 |
Max Trade Drawdown | -47526 | -27292 | -29488 | -342347 | -218947 | -275696 |
Profit Factor | 3.2501 | 4.8138 | 1.5086 | 1.4816 | 1.9738 | 0.9829 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 34.8624 | 30.9091 | 38.8889 | 34.8624 | 30.9091 | 38.8889 |
Ratio Avg Win / Avg Loss | 6.0725 | 10.7602 | 2.3707 | 2.7682 | 4.412 | 1.5446 |
Largest Winning Trade | 491171 | 491171 | 22428 | 677221 | 677221 | 112546 |
Largest Losing Trade | -9981 | -9981 | -8791 | -88231 | -65784 | -88231 |
Avg Bars in Trades | 223 | 185 | 261 | 223 | 185 | 261 |
Avg Bars in Winners | 441 | 389 | 483 | 441 | 389 | 483 |
Avg Bars in Losers | 106 | 94 | 119 | 106 | 94 | 119 |
Bars Traded | 24316 | 10206 | 14110 | 24316 | 10206 | 14110 |
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 | 411922 | -170191 | -391262 | 164451 | -176061 | -762945 |
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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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