Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225964.2461 | 334213.2753 | -108249.0292 | -98276.1001 | 144800.6707 | -243076.7708 |
Total P&L (%) | 225.9642 | 334.2133 | -108.249 | -98.2761 | 144.8007 | -243.0768 |
Avg Daily Profit (%) | 0.1212 | 0.1792 | -0.058 | -0.2175 | 0.048 | 0 |
Buy And Hold Return (%) | 32.8652 | 32.8652 | 32.8652 | 32.8652 | 32.8652 | 32.8652 |
Max Trade Drawdown | -131338 | -112709 | -135586 | -180954 | -17222 | -173112 |
Profit Factor | 1.2011 | 1.7426 | 0.8393 | 0.737 | 3.5465 | 0.2327 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Losing Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Profitability (%) | 48.4163 | 45.045 | 51.8182 | 48.4163 | 45.045 | 51.8182 |
Ratio Avg Win / Avg Loss | 1.2797 | 2.126 | 0.7804 | 0.7852 | 4.3267 | 0.2163 |
Largest Winning Trade | 342502 | 342502 | 45883 | 141395 | 141395 | 7628 |
Largest Losing Trade | -84234 | -39263 | -84234 | -153878 | -15279 | -153878 |
Avg Bars in Trades | 15 | 11 | 19 | 15 | 11 | 19 |
Avg Bars in Winners | 16 | 12 | 20 | 16 | 12 | 20 |
Avg Bars in Losers | 15 | 11 | 19 | 15 | 11 | 19 |
Bars Traded | 3523 | 1326 | 2197 | 3523 | 1326 | 2197 |
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 | -31044 | 318196 | -580526 | -579959 | -125826 | -580526 |
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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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