Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234753.015 | 242444.4332 | -7691.4182 | 19530.2001 | 39101.2316 | -19571.0315 |
Total P&L (%) | 234.753 | 242.4444 | -7.6914 | 19.5302 | 39.1012 | -19.571 |
Avg Daily Profit (%) | 0.1938 | 0.2001 | -0.0064 | 0.0147 | 0.0272 | -0.018 |
Buy And Hold Return (%) | 31.5572 | 31.5572 | 31.5572 | 31.5572 | 31.5572 | 31.5572 |
Max Trade Drawdown | -110571 | -69255 | -84997 | -73740 | -72946 | -55867 |
Profit Factor | 1.4655 | 2.019 | 0.9711 | 1.0495 | 1.2101 | 0.9061 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 49.4382 | 43.1818 | 55.5556 | 49.4382 | 43.1818 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.4988 | 2.6565 | 0.7769 | 1.0734 | 1.5923 | 0.7249 |
Largest Winning Trade | 139674 | 139674 | 31723 | 37130 | 37130 | 26674 |
Largest Losing Trade | -60983 | -22684 | -60983 | -60983 | -22565 | -60983 |
Avg Bars in Trades | 78 | 82 | 73 | 78 | 82 | 73 |
Avg Bars in Winners | 107 | 123 | 95 | 107 | 123 | 95 |
Avg Bars in Losers | 49 | 51 | 47 | 49 | 51 | 47 |
Bars Traded | 6951 | 3626 | 3326 | 6951 | 3626 | 3326 |
Profit Streak | 0 | 29.2058 | 0 | 0 | 29.2058 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312566 | 338625 | -579991 | -505001 | -249285 | -579991 |
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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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