Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293662.7954 | 339551.8569 | -45889.0615 | 14885.064 | 178001.6077 | -163116.5437 |
Total P&L (%) | 293.6628 | 339.5519 | -45.8891 | 14.8851 | 178.0016 | -163.1165 |
Avg Daily Profit (%) | 0.1592 | 0.1841 | -0.0249 | 0.0075 | 0.0554 | 0 |
Buy And Hold Return (%) | 112.5924 | 112.5924 | 112.5924 | 112.5924 | 112.5924 | 112.5924 |
Max Trade Drawdown | -154557 | -84845 | -105930 | -306716 | -176483 | -180521 |
Profit Factor | 1.7512 | 3.4258 | 0.8171 | 1.0231 | 1.771 | 0.6062 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 42.6471 | 47.0588 | 38.2353 | 42.6471 | 47.0588 | 38.2353 |
Ratio Avg Win / Avg Loss | 2.355 | 3.854 | 1.32 | 1.3759 | 1.9924 | 0.9793 |
Largest Winning Trade | 329235 | 329235 | 51207 | 266344 | 266344 | 74630 |
Largest Losing Trade | -58462 | -24298 | -58462 | -108634 | -53900 | -108634 |
Avg Bars in Trades | 51 | 43 | 58 | 51 | 43 | 58 |
Avg Bars in Winners | 75 | 61 | 92 | 75 | 61 | 92 |
Avg Bars in Losers | 33 | 28 | 37 | 33 | 28 | 37 |
Bars Traded | 3487 | 1491 | 1996 | 3487 | 1491 | 1996 |
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 | -109503 | 352032 | -583703 | -660336 | -126361 | -585370 |
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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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