Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381112.2224 | 463440.861 | -82328.6386 | -83729.1463 | 228972.2353 | -312701.3817 |
Total P&L (%) | 381.1122 | 463.4409 | -82.3286 | -83.7291 | 228.9722 | -312.7014 |
Avg Daily Profit (%) | 0.2028 | 0.2466 | -0.0438 | -0.0966 | 0.0634 | 0 |
Buy And Hold Return (%) | 10.8321 | 10.8321 | 10.8321 | 10.8321 | 10.8321 | 10.8321 |
Max Trade Drawdown | -349954 | -182672 | -185702 | -611892 | -231040 | -391712 |
Profit Factor | 1.3074 | 1.6565 | 0.8458 | 0.9072 | 1.5827 | 0.3862 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 45.9302 | 43.0233 | 48.8372 | 45.9302 | 43.0233 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.5391 | 2.1937 | 0.8861 | 1.068 | 2.096 | 0.4046 |
Largest Winning Trade | 313618 | 313618 | 35833 | 315426 | 315426 | 58195 |
Largest Losing Trade | -46538 | -46538 | -37917 | -145647 | -68290 | -145647 |
Avg Bars in Trades | 20 | 24 | 17 | 20 | 24 | 17 |
Avg Bars in Winners | 23 | 26 | 21 | 23 | 26 | 21 |
Avg Bars in Losers | 18 | 22 | 13 | 18 | 22 | 13 |
Bars Traded | 3560 | 2081 | 1479 | 3560 | 2081 | 1479 |
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 | 305312 | 302291 | -581276 | -579515 | -108139 | -581276 |
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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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