Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268940.7562 | 233272.1197 | 35668.6365 | 99306.1514 | 77215.4333 | 22090.7181 |
Total P&L (%) | 268.9408 | 233.2721 | 35.6686 | 99.3062 | 77.2154 | 22.0907 |
Avg Daily Profit (%) | 0.2213 | 0.1919 | 0.0293 | 0.0568 | 0.0471 | 0.0164 |
Buy And Hold Return (%) | 22.3738 | 22.3738 | 22.3738 | 22.3738 | 22.3738 | 22.3738 |
Max Trade Drawdown | -94338 | -50700 | -81751 | -171939 | -114133 | -142333 |
Profit Factor | 1.54 | 1.8141 | 1.1686 | 1.1147 | 1.153 | 1.0611 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 52.3256 | 51.1628 | 53.4884 | 52.3256 | 51.1628 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.4031 | 1.7317 | 1.0162 | 1.0156 | 1.1006 | 0.9227 |
Largest Winning Trade | 146639 | 146639 | 31130 | 120540 | 120540 | 46294 |
Largest Losing Trade | -49370 | -32862 | -49370 | -74486 | -74486 | -73228 |
Avg Bars in Trades | 53 | 69 | 37 | 53 | 69 | 37 |
Avg Bars in Winners | 54 | 75 | 34 | 54 | 75 | 34 |
Avg Bars in Losers | 52 | 62 | 40 | 52 | 62 | 40 |
Bars Traded | 4584 | 2981 | 1603 | 4584 | 2981 | 1603 |
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 | 355840 | 403022 | -197800 | -212836 | -184755 | -491150 |
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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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