Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327250.2758 | 353883.6214 | -26633.3456 | 24354.8502 | 706463.9152 | -682109.065 |
Total P&L (%) | 327.2503 | 353.8836 | -26.6333 | 24.3549 | 706.4639 | -682.1091 |
Avg Daily Profit (%) | 0.2023 | 0.2187 | -0.0165 | 0.0135 | 0.1291 | 0 |
Buy And Hold Return (%) | 18.437 | 18.437 | 18.437 | 18.437 | 18.437 | 18.437 |
Max Trade Drawdown | -193980 | -147542 | -140103 | -814798 | -436083 | -1036442 |
Profit Factor | 1.5046 | 2.2906 | 0.9289 | 1.0109 | 1.9252 | 0.5393 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 46.988 | 47.619 | 46.3415 | 46.988 | 47.619 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.6975 | 2.5197 | 1.0755 | 1.1404 | 2.1177 | 0.6245 |
Largest Winning Trade | 88214 | 88214 | 61943 | 368622 | 368622 | 200706 |
Largest Losing Trade | -69594 | -40003 | -69594 | -575487 | -209909 | -575487 |
Avg Bars in Trades | 228 | 232 | 224 | 228 | 232 | 224 |
Avg Bars in Winners | 311 | 303 | 320 | 311 | 303 | 320 |
Avg Bars in Losers | 154 | 167 | 141 | 154 | 167 | 141 |
Bars Traded | 18967 | 9758 | 9209 | 18967 | 9758 | 9209 |
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 | 274923 | 405340 | -580498 | -451800 | -17483 | -582165 |
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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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