Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629805.0195 | 653181.2481 | -23376.2286 | 347635.1749 | 433792.4206 | -86157.2457 |
Total P&L (%) | 629.805 | 653.1812 | -23.3762 | 347.6352 | 433.7924 | -86.1572 |
Avg Daily Profit (%) | 0.341 | 0.3536 | -0.0127 | 0.0812 | 0.0907 | -0.107 |
Buy And Hold Return (%) | 202.0151 | 202.0151 | 202.0151 | 202.0151 | 202.0151 | 202.0151 |
Max Trade Drawdown | -131292 | -56320 | -168329 | -407618 | -106244 | -321456 |
Profit Factor | 1.8182 | 3.1133 | 0.9493 | 1.2599 | 1.8095 | 0.8925 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 40.2062 | 42.8571 | 37.5 | 40.2062 | 42.8571 | 37.5 |
Ratio Avg Win / Avg Loss | 2.7039 | 4.151 | 1.5821 | 1.8737 | 2.4127 | 1.4876 |
Largest Winning Trade | 245839 | 245839 | 77701 | 360337 | 360337 | 198414 |
Largest Losing Trade | -40309 | -37198 | -40309 | -143136 | -73144 | -143136 |
Avg Bars in Trades | 36 | 40 | 33 | 36 | 40 | 33 |
Avg Bars in Winners | 65 | 64 | 66 | 65 | 64 | 66 |
Avg Bars in Losers | 17 | 21 | 13 | 17 | 21 | 13 |
Bars Traded | 3559 | 1972 | 1586 | 3559 | 1972 | 1586 |
Profit Streak | 0 | 0 | 77.7522 | 0 | 0 | 77.7522 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 220870 | 349718 | -581808 | -95915 | -77001 | -582919 |
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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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