Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405203.6182 | 366254.2374 | 38949.3807 | 314296.2487 | 208292.9396 | 106003.3091 |
Total P&L (%) | 405.2036 | 366.2542 | 38.9494 | 314.2962 | 208.2929 | 106.0033 |
Avg Daily Profit (%) | 0.389 | 0.3516 | 0.0374 | 0.1365 | 0.1081 | 0.0694 |
Buy And Hold Return (%) | 121.2188 | 121.2188 | 121.2188 | 121.2188 | 121.2188 | 121.2188 |
Max Trade Drawdown | -71394 | -69349 | -23399 | -392860 | -393687 | -112066 |
Profit Factor | 2.2691 | 2.4188 | 1.637 | 1.2447 | 1.2003 | 1.4329 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 48.2759 | 46.5116 | 50 | 48.2759 | 46.5116 | 50 |
Ratio Avg Win / Avg Loss | 2.4311 | 2.7816 | 1.637 | 1.3336 | 1.3804 | 1.4329 |
Largest Winning Trade | 335866 | 335866 | 13556 | 355374 | 355374 | 69372 |
Largest Losing Trade | -24384 | -24384 | -14940 | -151926 | -151926 | -68342 |
Avg Bars in Trades | 265 | 478 | 56 | 265 | 478 | 56 |
Avg Bars in Winners | 355 | 677 | 63 | 355 | 677 | 63 |
Avg Bars in Losers | 180 | 305 | 48 | 180 | 305 | 48 |
Bars Traded | 23056 | 20579 | 2477 | 23056 | 20579 | 2477 |
Profit Streak | 0 | 88.1808 | 0 | 0 | 88.1808 | 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 | 371207 | 348691 | -305571 | -14907 | -58654 | -265089 |
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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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