Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267757.4857 | 283700.6101 | -15943.1244 | 14419.2535 | 191193.0363 | -176773.7828 |
Total P&L (%) | 267.7575 | 283.7006 | -15.9431 | 14.4193 | 191.193 | -176.7738 |
Avg Daily Profit (%) | 0.2169 | 0.2298 | -0.0129 | 0.0109 | 0.0866 | 0 |
Buy And Hold Return (%) | 10.6458 | 10.6458 | 10.6458 | 10.6458 | 10.6458 | 10.6458 |
Max Trade Drawdown | -183337 | -87077 | -182090 | -254948 | -117481 | -230710 |
Profit Factor | 1.3395 | 1.7282 | 0.9601 | 1.0198 | 1.6212 | 0.5797 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 51.4925 | 52.2388 | 50.7463 | 51.4925 | 52.2388 | 50.7463 |
Ratio Avg Win / Avg Loss | 1.2618 | 1.5801 | 0.9318 | 0.9607 | 1.4823 | 0.5626 |
Largest Winning Trade | 122407 | 122407 | 40440 | 147167 | 147167 | 38294 |
Largest Losing Trade | -55251 | -36928 | -55251 | -147740 | -82162 | -147740 |
Avg Bars in Trades | 35 | 41 | 29 | 35 | 41 | 29 |
Avg Bars in Winners | 40 | 44 | 35 | 40 | 44 | 35 |
Avg Bars in Losers | 31 | 38 | 23 | 31 | 38 | 23 |
Bars Traded | 4789 | 2783 | 2006 | 4789 | 2783 | 2006 |
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 | 311000 | -105238 | -697083 | -433627 | -191750 | -697083 |
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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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