Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136340.9287 | 219746.7344 | -83405.8057 | -84743.9295 | 78558.5401 | -163302.4696 |
Total P&L (%) | 136.3409 | 219.7467 | -83.4058 | -84.7439 | 78.5585 | -163.3025 |
Avg Daily Profit (%) | 0.1113 | 0.1794 | -0.0681 | -0.1534 | 0.0473 | 0 |
Buy And Hold Return (%) | 36.1597 | 36.1597 | 36.1597 | 36.1597 | 36.1597 | 36.1597 |
Max Trade Drawdown | -202158 | -98489 | -134756 | -166918 | -61386 | -123203 |
Profit Factor | 1.2091 | 1.7958 | 0.7781 | 0.8015 | 1.5613 | 0.4308 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 48.2759 | 51.1628 | 45.4545 | 48.2759 | 51.1628 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.2955 | 1.7142 | 0.9337 | 0.8587 | 1.4904 | 0.517 |
Largest Winning Trade | 149336 | 149336 | 45804 | 105866 | 105866 | 24510 |
Largest Losing Trade | -81614 | -43608 | -81614 | -81614 | -21147 | -81614 |
Avg Bars in Trades | 54 | 59 | 49 | 54 | 59 | 49 |
Avg Bars in Winners | 64 | 71 | 56 | 64 | 71 | 56 |
Avg Bars in Losers | 44 | 46 | 43 | 44 | 46 | 43 |
Bars Traded | 4717 | 2555 | 2162 | 4717 | 2555 | 2162 |
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 | -47743 | 375746 | -582487 | -581216 | -133546 | -582487 |
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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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