Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309307.988 | 386057.4035 | -76749.4155 | -77100.2655 | 104203.4043 | -181303.6698 |
Total P&L (%) | 309.308 | 386.0574 | -76.7494 | -77.1003 | 104.2034 | -181.3037 |
Avg Daily Profit (%) | 0.1711 | 0.2136 | -0.0425 | -0.0815 | 0.0395 | 0 |
Buy And Hold Return (%) | 50.3571 | 50.3571 | 50.3571 | 50.3571 | 50.3571 | 50.3571 |
Max Trade Drawdown | -246279 | -143091 | -176600 | -285862 | -153529 | -190571 |
Profit Factor | 1.4369 | 2.1393 | 0.792 | 0.8633 | 1.4035 | 0.4072 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 43.617 | 42.5532 | 44.6809 | 43.617 | 42.5532 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.8575 | 2.8881 | 0.9806 | 1.116 | 1.8947 | 0.5042 |
Largest Winning Trade | 362938 | 362938 | 70488 | 235567 | 235567 | 27370 |
Largest Losing Trade | -52259 | -44744 | -52259 | -58428 | -58428 | -52631 |
Avg Bars in Trades | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Winners | 43 | 42 | 45 | 43 | 42 | 45 |
Avg Bars in Losers | 28 | 30 | 25 | 28 | 30 | 25 |
Bars Traded | 3286 | 1681 | 1605 | 3286 | 1681 | 1605 |
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 | 237694 | 323690 | -582765 | -581342 | -147544 | -582765 |
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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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