Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604451.929 | 635709.5801 | -31257.6511 | 77274.4344 | 81491.6031 | -4217.1687 |
Total P&L (%) | 604.4519 | 635.7096 | -31.2577 | 77.2744 | 81.4916 | -4.2172 |
Avg Daily Profit (%) | 0.2412 | 0.2536 | -0.0125 | 0.0228 | 0.0238 | -0.0017 |
Buy And Hold Return (%) | 266.4239 | 266.4239 | 266.4239 | 266.4239 | 266.4239 | 266.4239 |
Max Trade Drawdown | -140194 | -131766 | -98413 | -134697 | -116053 | -62552 |
Profit Factor | 1.91 | 2.6455 | 0.8875 | 1.1541 | 1.2442 | 0.9749 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 56.1798 | 50 | 62.2222 | 56.1798 | 50 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.4898 | 2.6455 | 0.5388 | 0.9002 | 1.2442 | 0.5919 |
Largest Winning Trade | 429262 | 429262 | 34194 | 99807 | 99807 | 39516 |
Largest Losing Trade | -56252 | -44372 | -56252 | -56126 | -56126 | -30950 |
Avg Bars in Trades | 162 | 211 | 113 | 162 | 211 | 113 |
Avg Bars in Winners | 119 | 136 | 106 | 119 | 136 | 106 |
Avg Bars in Losers | 216 | 286 | 125 | 216 | 286 | 125 |
Bars Traded | 14423 | 9319 | 5104 | 14423 | 9319 | 5104 |
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 | 246471 | 334272 | -579127 | -379792 | -327072 | -579127 |
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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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