Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247689.988 | 253485.1737 | -5795.1856 | 5964.9899 | -26006.3587 | 31971.3486 |
Total P&L (%) | 247.69 | 253.4852 | -5.7952 | 5.965 | -26.0064 | 31.9713 |
Avg Daily Profit (%) | 0.2298 | 0.2352 | -0.0054 | 0.0054 | -0.0279 | 0.0257 |
Buy And Hold Return (%) | 22.114 | 22.114 | 22.114 | 22.114 | 22.114 | 22.114 |
Max Trade Drawdown | -129578 | -84128 | -92508 | -393676 | -288870 | -204283 |
Profit Factor | 1.4368 | 1.9242 | 0.9802 | 1.004 | 0.9666 | 1.0457 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 47.4074 | 50 | 44.7761 | 47.4074 | 50 | 44.7761 |
Ratio Avg Win / Avg Loss | 1.5939 | 1.9242 | 1.2089 | 1.1139 | 0.9666 | 1.2896 |
Largest Winning Trade | 294445 | 294445 | 48708 | 257238 | 257238 | 134614 |
Largest Losing Trade | -32955 | -32955 | -28402 | -117361 | -117361 | -67826 |
Avg Bars in Trades | 22 | 21 | 22 | 22 | 21 | 22 |
Avg Bars in Winners | 24 | 19 | 29 | 24 | 19 | 29 |
Avg Bars in Losers | 20 | 24 | 16 | 20 | 24 | 16 |
Bars Traded | 2985 | 1470 | 1515 | 2985 | 1470 | 1515 |
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 | 343230 | -97326 | -697823 | -567876 | -689680 | -474600 |
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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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