Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403909.0194 | 282498.0056 | 121411.0138 | 642989.1434 | 636692.2223 | 6296.9211 |
Total P&L (%) | 403.909 | 282.498 | 121.411 | 642.9891 | 636.6922 | 6.2969 |
Avg Daily Profit (%) | 0.1688 | 0.118 | 0.0507 | 0.0838 | 0.0835 | 0.0026 |
Buy And Hold Return (%) | 19.217 | 19.217 | 19.217 | 19.217 | 19.217 | 19.217 |
Max Trade Drawdown | -142920 | -98524 | -105158 | -772253 | -569409 | -427373 |
Profit Factor | 1.6959 | 1.9987 | 1.4081 | 1.2238 | 1.4711 | 1.0041 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Profitability (%) | 47.7876 | 51.7857 | 43.8596 | 47.7876 | 51.7857 | 43.8596 |
Ratio Avg Win / Avg Loss | 1.853 | 1.8609 | 1.8024 | 1.3371 | 1.3696 | 1.2853 |
Largest Winning Trade | 114229 | 114229 | 55009 | 332749 | 219027 | 332749 |
Largest Losing Trade | -33086 | -33086 | -27217 | -191187 | -189201 | -191187 |
Avg Bars in Trades | 39 | 44 | 35 | 39 | 44 | 35 |
Avg Bars in Winners | 64 | 64 | 64 | 64 | 64 | 64 |
Avg Bars in Losers | 17 | 22 | 12 | 17 | 22 | 12 |
Bars Traded | 4488 | 2465 | 2023 | 4488 | 2465 | 2023 |
Profit Streak | 0 | 76.2169 | 0 | 0 | 76.2169 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360263 | -210905 | -306215 | -81565 | -259234 | -753601 |
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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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