Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369598.6232 | 352927.5549 | 16671.0683 | 108729.5532 | 127580.6414 | -18851.0882 |
Total P&L (%) | 369.5986 | 352.9276 | 16.6711 | 108.7296 | 127.5806 | -18.8511 |
Avg Daily Profit (%) | 0.2618 | 0.2499 | 0.0118 | 0.0521 | 0.0583 | -0.0148 |
Buy And Hold Return (%) | 42.065 | 42.065 | 42.065 | 42.065 | 42.065 | 42.065 |
Max Trade Drawdown | -133764 | -143501 | -37795 | -215661 | -209835 | -73475 |
Profit Factor | 1.6265 | 1.8176 | 1.1053 | 1.1154 | 1.1904 | 0.9306 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 50 | 18 | 32 | 50 | 18 | 32 |
Losing Trades | 63 | 38 | 25 | 63 | 38 | 25 |
Profitability (%) | 44.2478 | 32.1429 | 56.1404 | 44.2478 | 32.1429 | 56.1404 |
Ratio Avg Win / Avg Loss | 2.0494 | 3.8371 | 0.8635 | 1.4054 | 2.513 | 0.7271 |
Largest Winning Trade | 172510 | 172510 | 24942 | 181740 | 181740 | 42804 |
Largest Losing Trade | -32033 | -32033 | -22073 | -68143 | -68143 | -59123 |
Avg Bars in Trades | 49 | 91 | 7 | 49 | 91 | 7 |
Avg Bars in Winners | 62 | 159 | 8 | 62 | 159 | 8 |
Avg Bars in Losers | 38 | 59 | 5 | 38 | 59 | 5 |
Bars Traded | 5537 | 5132 | 405 | 5537 | 5132 | 405 |
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 | 334496 | -175781 | -628146 | -222287 | -315522 | -759759 |
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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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