Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546348.3719 | 515723.013 | 30625.3589 | 620475.7536 | 562148.3757 | 58327.3778 |
Total P&L (%) | 546.3484 | 515.723 | 30.6254 | 620.4758 | 562.1484 | 58.3274 |
Avg Daily Profit (%) | 0.3377 | 0.3187 | 0.0189 | 0.1221 | 0.1169 | 0.0284 |
Buy And Hold Return (%) | 26.143 | 26.143 | 26.143 | 26.143 | 26.143 | 26.143 |
Max Trade Drawdown | -76510 | -91112 | -137312 | -438999 | -406105 | -409614 |
Profit Factor | 1.7366 | 2.5295 | 1.0757 | 1.2352 | 1.4571 | 1.0414 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 41.5929 | 43.8596 | 39.2857 | 41.5929 | 43.8596 | 39.2857 |
Ratio Avg Win / Avg Loss | 2.4387 | 3.2378 | 1.6625 | 1.7345 | 1.8651 | 1.6095 |
Largest Winning Trade | 157374 | 157374 | 71132 | 327933 | 327933 | 251853 |
Largest Losing Trade | -52917 | -23462 | -52917 | -252205 | -125937 | -252205 |
Avg Bars in Trades | 167 | 166 | 168 | 167 | 166 | 168 |
Avg Bars in Winners | 293 | 280 | 309 | 293 | 280 | 309 |
Avg Bars in Losers | 78 | 78 | 77 | 78 | 78 | 77 |
Bars Traded | 18963 | 9505 | 9458 | 18963 | 9505 | 9458 |
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 | 343336 | -168568 | -600365 | -31729 | -216812 | -518360 |
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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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