Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359579.2915 | 365596.5791 | -6017.2876 | 77399.6852 | 140553.1387 | -63153.4535 |
Total P&L (%) | 359.5793 | 365.5966 | -6.0173 | 77.3997 | 140.5531 | -63.1535 |
Avg Daily Profit (%) | 0.1529 | 0.1554 | -0.0026 | 0.0244 | 0.0373 | -0.0424 |
Buy And Hold Return (%) | 16.8174 | 16.8174 | 16.8174 | 16.8174 | 16.8174 | 16.8174 |
Max Trade Drawdown | -89038 | -44326 | -106488 | -197262 | -90772 | -133593 |
Profit Factor | 1.6593 | 2.4617 | 0.9796 | 1.085 | 1.3466 | 0.875 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Losing Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Profitability (%) | 51.6129 | 59.5745 | 43.4783 | 51.6129 | 59.5745 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.5555 | 1.6704 | 1.2735 | 1.0172 | 0.9138 | 1.1376 |
Largest Winning Trade | 234968 | 234968 | 64634 | 119067 | 117645 | 119067 |
Largest Losing Trade | -38040 | -38040 | -37281 | -106744 | -59623 | -106744 |
Avg Bars in Trades | 47 | 39 | 55 | 47 | 39 | 55 |
Avg Bars in Winners | 61 | 54 | 71 | 61 | 54 | 71 |
Avg Bars in Losers | 31 | 17 | 42 | 31 | 17 | 42 |
Bars Traded | 4386 | 1856 | 2530 | 4386 | 1856 | 2530 |
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 | 389441 | 477125 | -581573 | -288602 | -143023 | -581573 |
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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) |
---|