Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189162.3657 | 231324.7579 | -42162.3922 | -60429.4746 | 49350.2569 | -109779.7315 |
Total P&L (%) | 189.1624 | 231.3248 | -42.1624 | -60.4295 | 49.3503 | -109.7797 |
Avg Daily Profit (%) | 0.134 | 0.1638 | -0.0299 | -0.0656 | 0.0284 | 0 |
Buy And Hold Return (%) | 16.0099 | 16.0099 | 16.0099 | 16.0099 | 16.0099 | 16.0099 |
Max Trade Drawdown | -134272 | -56598 | -152871 | -268699 | -158530 | -183985 |
Profit Factor | 1.3254 | 1.8179 | 0.8588 | 0.9252 | 1.1218 | 0.7272 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 50 | 44.1176 | 55.8824 | 50 | 44.1176 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.3254 | 2.3027 | 0.678 | 0.9252 | 1.4209 | 0.5741 |
Largest Winning Trade | 108401 | 108401 | 56671 | 100253 | 100253 | 93840 |
Largest Losing Trade | -72726 | -38920 | -72726 | -122690 | -85723 | -122690 |
Avg Bars in Trades | 56 | 56 | 57 | 56 | 56 | 57 |
Avg Bars in Winners | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Losers | 57 | 58 | 55 | 57 | 58 | 55 |
Bars Traded | 3872 | 1911 | 1961 | 3872 | 1911 | 1961 |
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 | -127443 | 304415 | -580032 | -694277 | -246827 | -580032 |
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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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