Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360612.8044 | 327285.8194 | 33326.9851 | 760321.2426 | 859332.2528 | -99011.0103 |
Total P&L (%) | 360.6128 | 327.2858 | 33.327 | 760.3212 | 859.3323 | -99.011 |
Avg Daily Profit (%) | 0.412 | 0.374 | 0.0381 | 0.2462 | 0.2587 | -0.5261 |
Buy And Hold Return (%) | 228.6759 | 228.6759 | 228.6759 | 228.6759 | 228.6759 | 228.6759 |
Max Trade Drawdown | -75726 | -37640 | -100808 | -421405 | -246295 | -450306 |
Profit Factor | 2.4531 | 5.3352 | 1.193 | 1.6032 | 3.2085 | 0.8864 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 55.1724 | 62.069 | 48.2759 | 55.1724 | 62.069 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.9932 | 3.2604 | 1.2782 | 1.3026 | 1.9608 | 0.9497 |
Largest Winning Trade | 149454 | 149454 | 50293 | 218140 | 208524 | 218140 |
Largest Losing Trade | -29729 | -20942 | -29729 | -140381 | -99698 | -140381 |
Avg Bars in Trades | 86 | 81 | 91 | 86 | 81 | 91 |
Avg Bars in Winners | 111 | 93 | 135 | 111 | 93 | 135 |
Avg Bars in Losers | 55 | 62 | 50 | 55 | 62 | 50 |
Bars Traded | 5026 | 2369 | 2657 | 5026 | 2369 | 2657 |
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 | -174430 | -12961 | -316752 | -171295 | 494778 | -581503 |
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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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