Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153029.7756 | 229431.6502 | -76401.8746 | -51631.3011 | 19603.0635 | -71234.3646 |
Total P&L (%) | 153.0298 | 229.4317 | -76.4019 | -51.6313 | 19.6031 | -71.2344 |
Avg Daily Profit (%) | 0.1084 | 0.1625 | -0.0541 | -0.0514 | 0.0127 | -0.0882 |
Buy And Hold Return (%) | 33.8361 | 33.8361 | 33.8361 | 33.8361 | 33.8361 | 33.8361 |
Max Trade Drawdown | -179898 | -129586 | -147350 | -359863 | -207019 | -203970 |
Profit Factor | 1.2701 | 1.83 | 0.7367 | 0.9315 | 1.0525 | 0.8127 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 43.617 | 44.6809 | 42.5532 | 43.617 | 44.6809 | 42.5532 |
Ratio Avg Win / Avg Loss | 1.6418 | 2.2657 | 0.9946 | 1.2041 | 1.3031 | 1.0972 |
Largest Winning Trade | 157312 | 157312 | 56922 | 118845 | 118845 | 111361 |
Largest Losing Trade | -41327 | -41327 | -33605 | -64267 | -64267 | -61119 |
Avg Bars in Trades | 41 | 39 | 43 | 41 | 39 | 43 |
Avg Bars in Winners | 64 | 60 | 67 | 64 | 60 | 67 |
Avg Bars in Losers | 24 | 23 | 24 | 24 | 23 | 24 |
Bars Traded | 3905 | 1879 | 2026 | 3905 | 1879 | 2026 |
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 | -51279 | 311002 | -583592 | -581342 | -506457 | -581926 |
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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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