Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296068.4753 | 379399.0597 | -83330.5844 | -33947.5769 | -8029.8053 | -25917.7716 |
Total P&L (%) | 296.0685 | 379.3991 | -83.3306 | -33.9476 | -8.0298 | -25.9178 |
Avg Daily Profit (%) | 0.183 | 0.2345 | -0.0515 | -0.0256 | -0.0052 | -0.0185 |
Buy And Hold Return (%) | 24.3931 | 24.3931 | 24.3931 | 24.3931 | 24.3931 | 24.3931 |
Max Trade Drawdown | -146634 | -131976 | -209384 | -151707 | -122844 | -90174 |
Profit Factor | 1.3785 | 1.9502 | 0.7824 | 0.9325 | 0.9736 | 0.8698 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 40.8602 | 42.5532 | 39.1304 | 40.8602 | 42.5532 | 39.1304 |
Ratio Avg Win / Avg Loss | 1.9952 | 2.6327 | 1.2171 | 1.3497 | 1.3143 | 1.353 |
Largest Winning Trade | 121768 | 121768 | 63603 | 69065 | 59623 | 69065 |
Largest Losing Trade | -52132 | -52132 | -47570 | -76139 | -76139 | -33257 |
Avg Bars in Trades | 203 | 194 | 212 | 203 | 194 | 212 |
Avg Bars in Winners | 367 | 338 | 400 | 367 | 338 | 400 |
Avg Bars in Losers | 90 | 88 | 92 | 90 | 88 | 92 |
Bars Traded | 18939 | 9143 | 9796 | 18939 | 9143 | 9796 |
Profit Streak | 0 | 0 | 546.9311 | 0 | 0 | 546.9311 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 210376 | 316980 | -582681 | -582417 | -581926 | -582681 |
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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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