Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382615.2096 | 365402.6336 | 17212.5761 | -9876.4675 | 91012.9529 | -100889.4204 |
Total P&L (%) | 382.6152 | 365.4026 | 17.2126 | -9.8765 | 91.013 | -100.8894 |
Avg Daily Profit (%) | 0.2113 | 0.2018 | 0.0095 | -0.0057 | 0.0357 | 0 |
Buy And Hold Return (%) | 16.1096 | 16.1096 | 16.1096 | 16.1096 | 16.1096 | 16.1096 |
Max Trade Drawdown | -121768 | -126952 | -68552 | -247547 | -213418 | -158886 |
Profit Factor | 1.676 | 2.1043 | 1.0732 | 0.9895 | 1.1696 | 0.749 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 43.3735 | 39.0244 | 47.619 | 43.3735 | 39.0244 | 47.619 |
Ratio Avg Win / Avg Loss | 2.1881 | 3.2879 | 1.1805 | 1.2918 | 1.8275 | 0.8239 |
Largest Winning Trade | 362279 | 362279 | 46882 | 257983 | 257983 | 63651 |
Largest Losing Trade | -42294 | -42294 | -34230 | -86393 | -63402 | -86393 |
Avg Bars in Trades | 38 | 34 | 43 | 38 | 34 | 43 |
Avg Bars in Winners | 56 | 47 | 62 | 56 | 47 | 62 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 3209 | 1397 | 1811 | 3209 | 1397 | 1811 |
Profit Streak | 0 | 104.178 | 0 | 0 | 104.178 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 253359 | 315365 | -465494 | -582965 | -181786 | -581660 |
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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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