Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216637.8881 | 223333.1092 | -6695.2211 | -18627.2988 | 98814.5335 | -117441.8322 |
Total P&L (%) | 216.6379 | 223.3331 | -6.6952 | -18.6273 | 98.8145 | -117.4418 |
Avg Daily Profit (%) | 0.1777 | 0.1832 | -0.0055 | -0.0169 | 0.0564 | 0 |
Buy And Hold Return (%) | 35.7278 | 35.7278 | 35.7278 | 35.7278 | 35.7278 | 35.7278 |
Max Trade Drawdown | -124237 | -104586 | -102114 | -458436 | -230767 | -279700 |
Profit Factor | 1.4135 | 1.7099 | 0.968 | 0.9805 | 1.1818 | 0.7139 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 53.9326 | 47.7273 | 60 | 53.9326 | 47.7273 | 60 |
Ratio Avg Win / Avg Loss | 1.2074 | 1.8727 | 0.6453 | 0.8375 | 1.2944 | 0.4759 |
Largest Winning Trade | 130733 | 130733 | 18215 | 236146 | 236146 | 73844 |
Largest Losing Trade | -70899 | -50966 | -70899 | -187002 | -176591 | -187002 |
Avg Bars in Trades | 39 | 66 | 12 | 39 | 66 | 12 |
Avg Bars in Winners | 23 | 42 | 8 | 23 | 42 | 8 |
Avg Bars in Losers | 57 | 88 | 17 | 57 | 88 | 17 |
Bars Traded | 3495 | 2937 | 557 | 3495 | 2937 | 557 |
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 | 299918 | 338139 | -579137 | -580030 | -142286 | -579137 |
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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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