Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529213.0887 | 547108.2952 | -17895.2065 | -16189.9457 | 406480.6889 | -422670.6346 |
Total P&L (%) | 529.2131 | 547.1083 | -17.8952 | -16.1899 | 406.4807 | -422.6706 |
Avg Daily Profit (%) | 0.2894 | 0.2992 | -0.0098 | -0.0097 | 0.0888 | 0 |
Buy And Hold Return (%) | 194.7054 | 194.7054 | 194.7054 | 194.7054 | 194.7054 | 194.7054 |
Max Trade Drawdown | -215754 | -112069 | -118716 | -626301 | -330894 | -469012 |
Profit Factor | 1.6982 | 2.518 | 0.955 | 0.9902 | 1.5461 | 0.535 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 54.1284 | 46.2963 | 61.8182 | 54.1284 | 46.2963 | 61.8182 |
Ratio Avg Win / Avg Loss | 1.4391 | 2.9209 | 0.5898 | 0.8392 | 1.7935 | 0.3304 |
Largest Winning Trade | 351632 | 351632 | 70459 | 466639 | 466639 | 84487 |
Largest Losing Trade | -63735 | -37138 | -63735 | -213765 | -117638 | -213765 |
Avg Bars in Trades | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Winners | 32 | 40 | 26 | 32 | 40 | 26 |
Avg Bars in Losers | 27 | 23 | 33 | 27 | 23 | 33 |
Bars Traded | 3307 | 1681 | 1626 | 3307 | 1681 | 1626 |
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 | 301389 | -171090 | -759023 | -579953 | -259556 | -759023 |
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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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