Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690758.0488 | 728846.8209 | -38088.7721 | 15475.0167 | 120490.9531 | -105015.9364 |
Total P&L (%) | 690.758 | 728.8468 | -38.0888 | 15.475 | 120.491 | -105.0159 |
Avg Daily Profit (%) | 0.3741 | 0.3947 | -0.0206 | 0.0078 | 0.0428 | 0 |
Buy And Hold Return (%) | 163.9806 | 163.9806 | 163.9806 | 163.9806 | 163.9806 | 163.9806 |
Max Trade Drawdown | -157189 | -72406 | -200592 | -241378 | -116594 | -149606 |
Profit Factor | 1.7672 | 3.0019 | 0.929 | 1.021 | 1.3821 | 0.7506 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 48.8372 | 51.1628 | 46.5116 | 48.8372 | 51.1628 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.8513 | 2.8654 | 1.0683 | 1.0696 | 1.3193 | 0.8632 |
Largest Winning Trade | 240521 | 240521 | 71662 | 76339 | 76339 | 71720 |
Largest Losing Trade | -84007 | -50790 | -84007 | -90793 | -56757 | -90793 |
Avg Bars in Trades | 124 | 139 | 110 | 124 | 139 | 110 |
Avg Bars in Winners | 166 | 173 | 160 | 166 | 173 | 160 |
Avg Bars in Losers | 84 | 103 | 67 | 84 | 103 | 67 |
Bars Traded | 10746 | 5989 | 4756 | 10746 | 5989 | 4756 |
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 | 382347 | 497172 | -580417 | -545828 | -300690 | -582083 |
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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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