Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369131.1646 | 353932.0865 | 15199.0782 | 51467.3843 | 113491.8937 | -62024.5094 |
Total P&L (%) | 369.1312 | 353.9321 | 15.1991 | 51.4674 | 113.4919 | -62.0245 |
Avg Daily Profit (%) | 0.1999 | 0.1916 | 0.0082 | 0.0225 | 0.0411 | -0.0524 |
Buy And Hold Return (%) | 36.4982 | 36.4982 | 36.4982 | 36.4982 | 36.4982 | 36.4982 |
Max Trade Drawdown | -131296 | -68796 | -94658 | -134428 | -64456 | -118468 |
Profit Factor | 1.555 | 2.3815 | 1.0372 | 1.0801 | 1.4575 | 0.8427 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 39.7436 | 41.0256 | 38.4615 | 39.7436 | 41.0256 | 38.4615 |
Ratio Avg Win / Avg Loss | 2.3575 | 3.4234 | 1.6595 | 1.6376 | 2.0951 | 1.3483 |
Largest Winning Trade | 150637 | 150637 | 79962 | 78907 | 78478 | 78907 |
Largest Losing Trade | -41530 | -29868 | -41530 | -74183 | -32054 | -74183 |
Avg Bars in Trades | 42 | 44 | 41 | 42 | 44 | 41 |
Avg Bars in Winners | 74 | 67 | 82 | 74 | 67 | 82 |
Avg Bars in Losers | 22 | 28 | 16 | 22 | 28 | 16 |
Bars Traded | 3353 | 1723 | 1630 | 3353 | 1723 | 1630 |
Profit Streak | 0 | 0 | 43.335 | 0 | 0 | 43.335 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32393 | 310196 | -530060 | -375068 | -142370 | -583025 |
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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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