Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377991.5429 | 340423.173 | 37568.3699 | 187227.1432 | 87545.8138 | 99681.3294 |
Total P&L (%) | 377.9915 | 340.4232 | 37.5684 | 187.2271 | 87.5458 | 99.6813 |
Avg Daily Profit (%) | 0.161 | 0.145 | 0.016 | 0.045 | 0.0268 | 0.0295 |
Buy And Hold Return (%) | 10.1942 | 10.1942 | 10.1942 | 10.1942 | 10.1942 | 10.1942 |
Max Trade Drawdown | -201237 | -48700 | -215686 | -174432 | -125980 | -167938 |
Profit Factor | 1.7038 | 2.6098 | 1.1154 | 1.2529 | 1.2348 | 1.2713 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 52.2124 | 50.8772 | 53.5714 | 52.2124 | 50.8772 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.5594 | 2.5198 | 0.9667 | 1.1467 | 1.1922 | 1.1018 |
Largest Winning Trade | 197577 | 197577 | 56210 | 89764 | 70463 | 89764 |
Largest Losing Trade | -61000 | -27810 | -61000 | -79108 | -66033 | -79108 |
Avg Bars in Trades | 38 | 38 | 39 | 38 | 38 | 39 |
Avg Bars in Winners | 46 | 43 | 48 | 46 | 43 | 48 |
Avg Bars in Losers | 31 | 33 | 29 | 31 | 33 | 29 |
Bars Traded | 4400 | 2192 | 2208 | 4400 | 2192 | 2208 |
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 | 399725 | -174417 | -448837 | -132481 | -337339 | -333206 |
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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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