Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63588.2562 | 77723.4926 | -14135.2364 | 31504.1423 | 49361.2534 | -17857.1111 |
Total P&L (%) | 63.5883 | 77.7235 | -14.1352 | 31.5041 | 49.3613 | -17.8571 |
Avg Daily Profit (%) | 0.2442 | 0.2985 | -0.0543 | 0.1052 | 0.1542 | -0.0755 |
Buy And Hold Return (%) | 12.1472 | 12.1472 | 12.1472 | 12.1472 | 12.1472 | 12.1472 |
Max Trade Drawdown | -39556 | -40650 | -16965 | -62719 | -64243 | -24355 |
Profit Factor | 1.3554 | 1.5175 | 0.5083 | 1.1175 | 1.2159 | 0.547 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 41 | 25 | 16 | 41 | 25 | 16 |
Losing Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Profitability (%) | 46.0674 | 56.8182 | 35.5556 | 46.0674 | 56.8182 | 35.5556 |
Ratio Avg Win / Avg Loss | 1.5868 | 1.1533 | 0.9213 | 1.3083 | 0.9241 | 0.9915 |
Largest Winning Trade | 53993 | 53993 | 4050 | 59172 | 59172 | 6836 |
Largest Losing Trade | -22382 | -22382 | -4768 | -35032 | -35032 | -5867 |
Avg Bars in Trades | 253 | 510 | 2 | 253 | 510 | 2 |
Avg Bars in Winners | 192 | 313 | 1 | 192 | 313 | 1 |
Avg Bars in Losers | 305 | 768 | 2 | 305 | 768 | 2 |
Bars Traded | 22544 | 22452 | 92 | 22544 | 22452 | 92 |
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 | 204050 | 324778 | -586891 | -149930 | 90488 | -587447 |
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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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