Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503207.9483 | 600705.4209 | -97497.4725 | -181323.2099 | -116349.2688 | -64973.9411 |
Total P&L (%) | 503.2079 | 600.7054 | -97.4975 | -181.3232 | -116.3493 | -64.9739 |
Avg Daily Profit (%) | 0.2716 | 0.3243 | -0.0526 | 0 | 0 | -0.0566 |
Buy And Hold Return (%) | 115.2964 | 115.2964 | 115.2964 | 115.2964 | 115.2964 | 115.2964 |
Max Trade Drawdown | -238417 | -77627 | -200871 | -1007892 | -369168 | -618373 |
Profit Factor | 1.6784 | 3.1777 | 0.7907 | 0.8964 | 0.8258 | 0.9399 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 55 | 31 | 24 | 40 | 17 | 23 |
Losing Trades | 42 | 18 | 24 | 57 | 32 | 25 |
Profitability (%) | 56.701 | 63.2653 | 50 | 41.2371 | 34.6939 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.2817 | 1.8451 | 0.7907 | 1.2773 | 1.5545 | 1.0216 |
Largest Winning Trade | 443242 | 443242 | 74512 | 270356 | 135158 | 270356 |
Largest Losing Trade | -127715 | -35287 | -127715 | -285774 | -132083 | -285774 |
Avg Bars in Trades | 108 | 99 | 117 | 108 | 99 | 117 |
Avg Bars in Winners | 124 | 89 | 170 | 86 | 117 | 62 |
Avg Bars in Losers | 86 | 115 | 65 | 123 | 89 | 168 |
Bars Traded | 10503 | 4853 | 5650 | 10503 | 4853 | 5650 |
Profit Streak | 0 | 0 | 139.7287 | 74.2287 | 74.3954 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358105 | 568634 | -579728 | -581702 | -583298 | -579832 |
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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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