Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375508.5534 | 330353.0147 | 45155.5388 | 176423.1983 | 211005.3745 | -34582.1761 |
Total P&L (%) | 375.5086 | 330.353 | 45.1555 | 176.4232 | 211.0054 | -34.5822 |
Avg Daily Profit (%) | 0.1573 | 0.1384 | 0.0189 | 0.0426 | 0.0475 | -0.0178 |
Buy And Hold Return (%) | 63.7825 | 63.7825 | 63.7825 | 63.7825 | 63.7825 | 63.7825 |
Max Trade Drawdown | -109319 | -80079 | -142413 | -188043 | -160714 | -217779 |
Profit Factor | 1.597 | 2.2997 | 1.1205 | 1.1823 | 1.5194 | 0.9384 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 47.6744 | 53.4884 | 41.8605 | 47.6744 | 53.4884 | 41.8605 |
Ratio Avg Win / Avg Loss | 1.7528 | 1.9997 | 1.5562 | 1.2977 | 1.3212 | 1.3033 |
Largest Winning Trade | 137749 | 137749 | 68587 | 110989 | 110989 | 105130 |
Largest Losing Trade | -52544 | -27722 | -52544 | -89213 | -58452 | -89213 |
Avg Bars in Trades | 53 | 34 | 72 | 53 | 34 | 72 |
Avg Bars in Winners | 66 | 34 | 108 | 66 | 34 | 108 |
Avg Bars in Losers | 41 | 34 | 46 | 41 | 34 | 46 |
Bars Traded | 4588 | 1478 | 3110 | 4588 | 1478 | 3110 |
Profit Streak | 25.7137 | 107.2137 | 0 | 25.7137 | 107.2137 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338102 | -4086 | -423378 | -159414 | -129773 | -582225 |
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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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