Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391567.7247 | 544086.3475 | -152518.6228 | -93561.5208 | 106737.9567 | -200299.4775 |
Total P&L (%) | 391.5677 | 544.0863 | -152.5186 | -93.5615 | 106.738 | -200.2995 |
Avg Daily Profit (%) | 0.2121 | 0.2947 | -0.0826 | -0.1484 | 0.0393 | 0 |
Buy And Hold Return (%) | 107.691 | 107.691 | 107.691 | 107.691 | 107.691 | 107.691 |
Max Trade Drawdown | -222278 | -91365 | -190803 | -134872 | -21769 | -139758 |
Profit Factor | 1.4631 | 2.8205 | 0.721 | 0.6672 | 3.4404 | 0.1563 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 54.321 | 55 | 53.6585 | 54.321 | 55 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.2303 | 2.3077 | 0.6227 | 0.5611 | 2.8148 | 0.135 |
Largest Winning Trade | 353190 | 353190 | 75567 | 106465 | 106465 | 8142 |
Largest Losing Trade | -87390 | -41415 | -87390 | -119383 | -16882 | -119383 |
Avg Bars in Trades | 131 | 130 | 133 | 131 | 130 | 133 |
Avg Bars in Winners | 186 | 181 | 192 | 186 | 181 | 192 |
Avg Bars in Losers | 66 | 67 | 66 | 66 | 67 | 66 |
Bars Traded | 10691 | 5200 | 5491 | 10691 | 5200 | 5491 |
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 | -9458 | 489899 | -580268 | -596495 | -298873 | -580268 |
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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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