Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278105.8716 | 283464.0097 | -5358.1381 | 356600.4357 | 401897.6243 | -45297.1886 |
Total P&L (%) | 278.1059 | 283.464 | -5.3581 | 356.6004 | 401.8976 | -45.2972 |
Avg Daily Profit (%) | 0.3119 | 0.3179 | -0.006 | 0.1705 | 0.1811 | -0.0676 |
Buy And Hold Return (%) | 127.588 | 127.588 | 127.588 | 127.588 | 127.588 | 127.588 |
Max Trade Drawdown | -60881 | -60788 | -21782 | -234955 | -197665 | -95285 |
Profit Factor | 2.2542 | 2.932 | 0.9286 | 1.5571 | 1.9608 | 0.7957 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 49.2754 | 52.9412 | 45.7143 | 49.2754 | 52.9412 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.3205 | 2.6062 | 1.1027 | 1.6029 | 1.743 | 0.945 |
Largest Winning Trade | 133338 | 133338 | 10856 | 192504 | 192504 | 25553 |
Largest Losing Trade | -31714 | -31714 | -11426 | -197665 | -197665 | -37290 |
Avg Bars in Trades | 136 | 261 | 15 | 136 | 261 | 15 |
Avg Bars in Winners | 174 | 312 | 19 | 174 | 312 | 19 |
Avg Bars in Losers | 100 | 205 | 12 | 100 | 205 | 12 |
Bars Traded | 9445 | 8902 | 543 | 9445 | 8902 | 543 |
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 | -99381 | 330519 | -580509 | -99717 | 308534 | -582176 |
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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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