Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174942.1068 | 186126.0093 | -11183.9025 | -26411.314 | 45009.9828 | -71421.2968 |
Total P&L (%) | 174.9421 | 186.126 | -11.1839 | -26.4113 | 45.01 | -71.4213 |
Avg Daily Profit (%) | 0.1616 | 0.1719 | -0.0103 | -0.0283 | 0.0343 | -0.1156 |
Buy And Hold Return (%) | 25.9414 | 25.9414 | 25.9414 | 25.9414 | 25.9414 | 25.9414 |
Max Trade Drawdown | -129779 | -89156 | -98523 | -361120 | -245246 | -164620 |
Profit Factor | 1.3857 | 1.8326 | 0.9514 | 0.9694 | 1.0998 | 0.8271 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 46.8354 | 45 | 48.7179 | 46.8354 | 45 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.573 | 2.2398 | 1.0015 | 1.1004 | 1.3443 | 0.8707 |
Largest Winning Trade | 252180 | 252180 | 36401 | 279831 | 279831 | 60675 |
Largest Losing Trade | -37208 | -27269 | -37208 | -95934 | -95934 | -60453 |
Avg Bars in Trades | 52 | 48 | 55 | 52 | 48 | 55 |
Avg Bars in Winners | 66 | 60 | 72 | 66 | 60 | 72 |
Avg Bars in Losers | 39 | 39 | 40 | 39 | 39 | 40 |
Bars Traded | 4134 | 1953 | 2181 | 4134 | 1953 | 2181 |
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 | -23667 | 321916 | -579589 | -611619 | -268293 | -581255 |
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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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