Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187839.2945 | 247127.2752 | -59287.9807 | -48071.3779 | 8806.4325 | -56877.8104 |
Total P&L (%) | 187.8393 | 247.1273 | -59.288 | -48.0714 | 8.8064 | -56.8778 |
Avg Daily Profit (%) | 0.133 | 0.175 | -0.042 | -0.0464 | 0.006 | -0.0595 |
Buy And Hold Return (%) | 32.0751 | 32.0751 | 32.0751 | 32.0751 | 32.0751 | 32.0751 |
Max Trade Drawdown | -212087 | -77586 | -162087 | -99249 | -42588 | -79676 |
Profit Factor | 1.2768 | 1.8322 | 0.8447 | 0.8674 | 1.0562 | 0.7237 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 45.2381 | 45.2381 | 45.2381 | 45.2381 | 45.2381 | 45.2381 |
Ratio Avg Win / Avg Loss | 1.5456 | 2.2179 | 1.0225 | 1.05 | 1.2786 | 0.876 |
Largest Winning Trade | 146277 | 146277 | 41597 | 27339 | 22474 | 27339 |
Largest Losing Trade | -52569 | -35762 | -52569 | -30607 | -25618 | -30607 |
Avg Bars in Trades | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Winners | 36 | 35 | 36 | 36 | 35 | 36 |
Avg Bars in Losers | 25 | 33 | 18 | 25 | 33 | 18 |
Bars Traded | 2561 | 1446 | 1114 | 2561 | 1446 | 1114 |
Profit Streak | 0 | 0 | 593.3614 | 0 | 0 | 593.3614 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16831 | 326695 | -579683 | -580738 | -511132 | -581350 |
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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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