Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361218.0164 | 345668.6297 | 15549.3867 | 86287.9031 | 10276.3243 | 76011.5788 |
Total P&L (%) | 361.218 | 345.6686 | 15.5494 | 86.2879 | 10.2763 | 76.0116 |
Avg Daily Profit (%) | 0.3335 | 0.3192 | 0.0144 | 0.0575 | 0.009 | 0.0522 |
Buy And Hold Return (%) | 18.8179 | 18.8179 | 18.8179 | 18.8179 | 18.8179 | 18.8179 |
Max Trade Drawdown | -151120 | -87353 | -77160 | -1048568 | -658822 | -594090 |
Profit Factor | 1.7498 | 2.4908 | 1.0622 | 1.0259 | 1.0061 | 1.0458 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Losing Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Profitability (%) | 40.8696 | 45.614 | 36.2069 | 40.8696 | 45.614 | 36.2069 |
Ratio Avg Win / Avg Loss | 2.5316 | 2.9698 | 1.8715 | 1.4842 | 1.1996 | 1.8426 |
Largest Winning Trade | 378727 | 378727 | 44156 | 409591 | 409591 | 378248 |
Largest Losing Trade | -27907 | -18477 | -27907 | -269080 | -219636 | -269080 |
Avg Bars in Trades | 35 | 34 | 35 | 35 | 34 | 35 |
Avg Bars in Winners | 50 | 46 | 55 | 50 | 46 | 55 |
Avg Bars in Losers | 24 | 25 | 24 | 24 | 25 | 24 |
Bars Traded | 4072 | 1991 | 2081 | 4072 | 1991 | 2081 |
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 | 318041 | -168374 | -676100 | -313204 | -742078 | -480121 |
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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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