Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253127.1947 | 174947.9085 | 78179.2862 | 52217.7293 | -90831.5968 | 143049.326 |
Total P&L (%) | 253.1272 | 174.9479 | 78.1793 | 52.2177 | -90.8316 | 143.0493 |
Avg Daily Profit (%) | 0.2079 | 0.1437 | 0.0642 | 0.0345 | -0.1961 | 0.073 |
Buy And Hold Return (%) | 31.7576 | 31.7576 | 31.7576 | 31.7576 | 31.7576 | 31.7576 |
Max Trade Drawdown | -118396 | -113567 | -52059 | -334478 | -360707 | -94356 |
Profit Factor | 1.3745 | 1.4105 | 1.3131 | 1.0368 | 0.9036 | 1.3004 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 50.6757 | 45.9459 | 55.4054 | 50.6757 | 45.9459 | 55.4054 |
Ratio Avg Win / Avg Loss | 1.3378 | 1.6594 | 1.0569 | 1.0092 | 1.0631 | 1.0467 |
Largest Winning Trade | 131026 | 131026 | 29096 | 122087 | 122087 | 74415 |
Largest Losing Trade | -52059 | -32695 | -52059 | -105773 | -105773 | -60143 |
Avg Bars in Trades | 93 | 99 | 86 | 93 | 99 | 86 |
Avg Bars in Winners | 86 | 92 | 81 | 86 | 92 | 81 |
Avg Bars in Losers | 100 | 105 | 93 | 100 | 105 | 93 |
Bars Traded | 13774 | 7356 | 6418 | 13774 | 7356 | 6418 |
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 | 313450 | -66359 | -174309 | -335606 | -645146 | -160673 |
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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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