Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605213.9414 | 689835.4349 | -84621.4935 | 4787.527 | 177249.3849 | -172461.8578 |
Total P&L (%) | 605.2139 | 689.8354 | -84.6215 | 4.7875 | 177.2494 | -172.4619 |
Avg Daily Profit (%) | 0.3211 | 0.366 | -0.0449 | 0.0025 | 0.0541 | 0 |
Buy And Hold Return (%) | 311.946 | 311.946 | 311.946 | 311.946 | 311.946 | 311.946 |
Max Trade Drawdown | -125907 | -94601 | -188784 | -467380 | -292188 | -300353 |
Profit Factor | 1.6688 | 2.6912 | 0.8297 | 1.0023 | 1.1725 | 0.8396 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 51.7857 | 48.8095 | 54.7619 | 51.7857 | 48.8095 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.5537 | 2.8224 | 0.6854 | 0.9332 | 1.2297 | 0.6936 |
Largest Winning Trade | 449430 | 449430 | 55817 | 238135 | 238135 | 116945 |
Largest Losing Trade | -39518 | -25978 | -39518 | -101378 | -93090 | -101378 |
Avg Bars in Trades | 32 | 26 | 39 | 32 | 26 | 39 |
Avg Bars in Winners | 46 | 36 | 54 | 46 | 36 | 54 |
Avg Bars in Losers | 18 | 15 | 20 | 18 | 15 | 20 |
Bars Traded | 5476 | 2188 | 3288 | 5476 | 2188 | 3288 |
Profit Streak | 0 | 0 | 7.4855 | 0 | 0 | 7.4855 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 218072 | 309478 | -579810 | -573853 | -317730 | -579810 |
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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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