Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620194.4093 | 624217.0658 | -4022.6566 | 315467.6657 | 214699.8783 | 100767.7874 |
Total P&L (%) | 620.1944 | 624.2171 | -4.0227 | 315.4677 | 214.6999 | 100.7678 |
Avg Daily Profit (%) | 0.3348 | 0.337 | -0.0022 | 0.0769 | 0.0619 | 0.0376 |
Buy And Hold Return (%) | 177.5179 | 177.5179 | 177.5179 | 177.5179 | 177.5179 | 177.5179 |
Max Trade Drawdown | -114475 | -54130 | -130285 | -569919 | -446091 | -297540 |
Profit Factor | 1.8935 | 3.2724 | 0.9904 | 1.1409 | 1.1925 | 1.0896 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 41.3793 | 38.6364 | 44.186 | 41.3793 | 38.6364 | 44.186 |
Ratio Avg Win / Avg Loss | 2.6825 | 5.1974 | 1.251 | 1.6162 | 1.8939 | 1.3764 |
Largest Winning Trade | 309522 | 309522 | 78369 | 414079 | 246151 | 414079 |
Largest Losing Trade | -53293 | -23850 | -53293 | -260351 | -201919 | -260351 |
Avg Bars in Trades | 124 | 120 | 128 | 124 | 120 | 128 |
Avg Bars in Winners | 203 | 192 | 213 | 203 | 192 | 213 |
Avg Bars in Losers | 68 | 75 | 61 | 68 | 75 | 61 |
Bars Traded | 10847 | 5306 | 5541 | 10847 | 5306 | 5541 |
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 | 251723 | 304255 | -581321 | -166224 | -222927 | -432548 |
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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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