Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287312.1816 | 270923.798 | 16388.3836 | 63842.8607 | 68578.3941 | -4735.5334 |
Total P&L (%) | 287.3122 | 270.9238 | 16.3884 | 63.8429 | 68.5784 | -4.7355 |
Avg Daily Profit (%) | 0.2362 | 0.2227 | 0.0135 | 0.0406 | 0.0429 | -0.004 |
Buy And Hold Return (%) | 24.2672 | 24.2672 | 24.2672 | 24.2672 | 24.2672 | 24.2672 |
Max Trade Drawdown | -142146 | -95112 | -62438 | -543742 | -410478 | -222987 |
Profit Factor | 1.5241 | 1.9283 | 1.0639 | 1.0434 | 1.082 | 0.9926 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 44.7917 | 39.5833 | 50 | 44.7917 | 39.5833 | 50 |
Ratio Avg Win / Avg Loss | 1.8786 | 2.9432 | 1.0639 | 1.286 | 1.6515 | 0.9926 |
Largest Winning Trade | 206365 | 206365 | 30324 | 350737 | 350737 | 84029 |
Largest Losing Trade | -38768 | -20989 | -38768 | -160188 | -112975 | -160188 |
Avg Bars in Trades | 72 | 83 | 62 | 72 | 83 | 62 |
Avg Bars in Winners | 90 | 109 | 75 | 90 | 109 | 75 |
Avg Bars in Losers | 58 | 66 | 49 | 58 | 66 | 49 |
Bars Traded | 7002 | 4024 | 2978 | 7002 | 4024 | 2978 |
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 | 314110 | 270532 | -490730 | -316728 | -271975 | -580689 |
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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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