Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418906.9328 | 401303.8737 | 17603.059 | 89946.2539 | -127096.4678 | 217042.7216 |
Total P&L (%) | 418.9069 | 401.3039 | 17.6031 | 89.9463 | -127.0965 | 217.0427 |
Avg Daily Profit (%) | 0.1675 | 0.1604 | 0.007 | 0.0257 | 0 | 0.0461 |
Buy And Hold Return (%) | 11.8025 | 11.8025 | 11.8025 | 11.8025 | 11.8025 | 11.8025 |
Max Trade Drawdown | -94548 | -111913 | -69199 | -836212 | -767417 | -217556 |
Profit Factor | 1.472 | 1.8889 | 1.0404 | 1.0313 | 0.9279 | 1.1961 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Losing Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Profitability (%) | 53.4483 | 58.6207 | 48.2759 | 53.4483 | 58.6207 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.2821 | 1.3333 | 1.1147 | 0.8983 | 0.655 | 1.2816 |
Largest Winning Trade | 101704 | 101704 | 59207 | 281945 | 240109 | 281945 |
Largest Losing Trade | -46864 | -41742 | -46864 | -319966 | -319966 | -205336 |
Avg Bars in Trades | 83 | 59 | 108 | 83 | 59 | 108 |
Avg Bars in Winners | 86 | 48 | 132 | 86 | 48 | 132 |
Avg Bars in Losers | 81 | 76 | 85 | 81 | 76 | 85 |
Bars Traded | 9740 | 3462 | 6278 | 9740 | 3462 | 6278 |
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 | 332400 | -169180 | -553134 | -345569 | -759715 | -316801 |
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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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