Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275077.0911 | 298557.3386 | -23480.2476 | -48549.7885 | 89452.6386 | -138002.4271 |
Total P&L (%) | 275.0771 | 298.5573 | -23.4802 | -48.5498 | 89.4526 | -138.0024 |
Avg Daily Profit (%) | 0.1948 | 0.2114 | -0.0166 | -0.0471 | 0.0453 | 0 |
Buy And Hold Return (%) | 21.6329 | 21.6329 | 21.6329 | 21.6329 | 21.6329 | 21.6329 |
Max Trade Drawdown | -145500 | -142624 | -101491 | -172087 | -58137 | -187038 |
Profit Factor | 1.3464 | 1.7293 | 0.939 | 0.9098 | 1.4375 | 0.5865 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 54.0323 | 51.6129 | 56.4516 | 54.0323 | 51.6129 | 56.4516 |
Ratio Avg Win / Avg Loss | 1.1455 | 1.6212 | 0.7243 | 0.774 | 1.3477 | 0.4524 |
Largest Winning Trade | 150401 | 150401 | 29115 | 67626 | 67626 | 36686 |
Largest Losing Trade | -65698 | -40259 | -65698 | -110308 | -25262 | -110308 |
Avg Bars in Trades | 32 | 35 | 28 | 32 | 35 | 28 |
Avg Bars in Winners | 32 | 35 | 29 | 32 | 35 | 29 |
Avg Bars in Losers | 32 | 36 | 28 | 32 | 36 | 28 |
Bars Traded | 4007 | 2229 | 1779 | 4007 | 2229 | 1779 |
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 | 316651 | -142974 | -733844 | -579926 | -287604 | -733844 |
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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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