Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286508.1409 | 344829.0353 | -58320.8944 | -15540.4003 | 120520.4286 | -136060.8289 |
Total P&L (%) | 286.5081 | 344.829 | -58.3209 | -15.5404 | 120.5204 | -136.0608 |
Avg Daily Profit (%) | 0.203 | 0.2443 | -0.0413 | -0.012 | 0.056 | 0 |
Buy And Hold Return (%) | 43.5976 | 43.5976 | 43.5976 | 43.5976 | 43.5976 | 43.5976 |
Max Trade Drawdown | -165577 | -89285 | -140879 | -153978 | -48717 | -169032 |
Profit Factor | 1.381 | 1.8959 | 0.8411 | 0.964 | 1.6637 | 0.4561 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 50.9091 | 52.7273 | 49.0909 | 50.9091 | 52.7273 | 49.0909 |
Ratio Avg Win / Avg Loss | 1.3317 | 1.6998 | 0.8722 | 0.9296 | 1.4915 | 0.473 |
Largest Winning Trade | 146073 | 146073 | 59493 | 59259 | 59259 | 19326 |
Largest Losing Trade | -55626 | -43690 | -55626 | -95485 | -22556 | -95485 |
Avg Bars in Trades | 148 | 151 | 146 | 148 | 151 | 146 |
Avg Bars in Winners | 148 | 167 | 127 | 148 | 167 | 127 |
Avg Bars in Losers | 149 | 132 | 164 | 149 | 132 | 164 |
Bars Traded | 16370 | 8313 | 8058 | 16370 | 8313 | 8058 |
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 | 300619 | -168102 | -761186 | -580367 | -299056 | -761186 |
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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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