Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220250.8599 | 215041.3328 | 5209.5271 | 16042.4433 | 384946.2318 | -368903.7884 |
Total P&L (%) | 220.2509 | 215.0413 | 5.2095 | 16.0424 | 384.9462 | -368.9038 |
Avg Daily Profit (%) | 0.1548 | 0.1512 | 0.0037 | 0.0105 | 0.1111 | 0 |
Buy And Hold Return (%) | 13.0412 | 13.0412 | 13.0412 | 13.0412 | 13.0412 | 13.0412 |
Max Trade Drawdown | -127729 | -53396 | -94047 | -495073 | -110794 | -471561 |
Profit Factor | 1.4671 | 2.4083 | 1.0163 | 1.0126 | 2.3439 | 0.6264 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 54.2169 | 56.0976 | 52.381 | 54.2169 | 56.0976 | 52.381 |
Ratio Avg Win / Avg Loss | 1.2389 | 1.8848 | 0.9239 | 0.8551 | 1.8343 | 0.5694 |
Largest Winning Trade | 92157 | 92157 | 64496 | 154997 | 154997 | 149243 |
Largest Losing Trade | -73240 | -36162 | -73240 | -413837 | -58470 | -413837 |
Avg Bars in Trades | 30 | 32 | 28 | 30 | 32 | 28 |
Avg Bars in Winners | 28 | 31 | 24 | 28 | 31 | 24 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 2542 | 1339 | 1202 | 2542 | 1339 | 1202 |
Profit Streak | 12.226 | 0 | 28.726 | 12.226 | 0 | 28.726 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296253 | 454250 | -556282 | -481490 | -39444 | -579140 |
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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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