Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131826.9354 | 136719.4741 | -4892.5387 | 34839.5904 | 29836.6354 | 5002.955 |
Total P&L (%) | 131.8269 | 136.7195 | -4.8925 | 34.8396 | 29.8366 | 5.003 |
Avg Daily Profit (%) | 0.2531 | 0.2625 | -0.0094 | 0.0574 | 0.0501 | 0.0094 |
Buy And Hold Return (%) | 22.5013 | 22.5013 | 22.5013 | 22.5013 | 22.5013 | 22.5013 |
Max Trade Drawdown | -89245 | -79876 | -10584 | -226186 | -209638 | -16932 |
Profit Factor | 1.5883 | 1.6823 | 0.7937 | 1.085 | 1.0783 | 1.1723 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 53.2468 | 60.5263 | 46.1538 | 53.2468 | 60.5263 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.3946 | 1.0971 | 0.9259 | 0.9526 | 0.7032 | 1.3676 |
Largest Winning Trade | 126887 | 126887 | 3102 | 163189 | 163189 | 9865 |
Largest Losing Trade | -49210 | -49210 | -8102 | -145849 | -145849 | -12196 |
Avg Bars in Trades | 300 | 606 | 2 | 300 | 606 | 2 |
Avg Bars in Winners | 147 | 261 | 1 | 147 | 261 | 1 |
Avg Bars in Losers | 474 | 1134 | 3 | 474 | 1134 | 3 |
Bars Traded | 23139 | 23039 | 100 | 23139 | 23039 | 100 |
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 | -37265 | 375265 | -582266 | -301323 | -325552 | -378881 |
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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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