Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267333.6851 | 309693.7714 | -42360.0863 | -12575.0697 | 57283.3493 | -69858.4191 |
Total P&L (%) | 267.3337 | 309.6938 | -42.3601 | -12.5751 | 57.2833 | -69.8584 |
Avg Daily Profit (%) | 0.1893 | 0.2193 | -0.03 | -0.0095 | 0.0321 | -0.0849 |
Buy And Hold Return (%) | 50.2577 | 50.2577 | 50.2577 | 50.2577 | 50.2577 | 50.2577 |
Max Trade Drawdown | -184974 | -55965 | -165869 | -105075 | -50223 | -92006 |
Profit Factor | 1.2921 | 1.6901 | 0.9092 | 0.9709 | 1.2747 | 0.6879 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Losing Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Profitability (%) | 45.8564 | 48.3516 | 43.3333 | 45.8564 | 48.3516 | 43.3333 |
Ratio Avg Win / Avg Loss | 1.5257 | 1.8054 | 1.1889 | 1.1464 | 1.3617 | 0.8995 |
Largest Winning Trade | 121822 | 121822 | 61793 | 36100 | 36100 | 23051 |
Largest Losing Trade | -61917 | -30052 | -61917 | -27016 | -27016 | -23717 |
Avg Bars in Trades | 30 | 22 | 37 | 30 | 22 | 37 |
Avg Bars in Winners | 35 | 21 | 52 | 35 | 21 | 52 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 5482 | 2068 | 3413 | 5482 | 2068 | 3413 |
Profit Streak | 0 | 0 | 493.326 | 0 | 0 | 493.326 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 248141 | 351201 | -581433 | -579774 | -273065 | -583099 |
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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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