Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408554.1109 | 373567.2599 | 34986.851 | 109583.3901 | 223582.2478 | -113998.8577 |
Total P&L (%) | 408.5541 | 373.5673 | 34.9869 | 109.5834 | 223.5822 | -113.9989 |
Avg Daily Profit (%) | 0.3762 | 0.344 | 0.0322 | 0.0682 | 0.1082 | 0 |
Buy And Hold Return (%) | 12.2369 | 12.2369 | 12.2369 | 12.2369 | 12.2369 | 12.2369 |
Max Trade Drawdown | -91406 | -87927 | -80234 | -597436 | -485291 | -427633 |
Profit Factor | 1.8943 | 2.6043 | 1.1562 | 1.0518 | 1.2081 | 0.8904 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 43.6782 | 37.2093 | 50 | 43.6782 | 37.2093 | 50 |
Ratio Avg Win / Avg Loss | 2.4427 | 4.3947 | 1.1562 | 1.3563 | 2.0386 | 0.8904 |
Largest Winning Trade | 411441 | 411441 | 40817 | 543311 | 543311 | 131658 |
Largest Losing Trade | -39081 | -22241 | -39081 | -183318 | -118608 | -183318 |
Avg Bars in Trades | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Winners | 40 | 43 | 38 | 40 | 43 | 38 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 3081 | 1552 | 1529 | 3081 | 1552 | 1529 |
Profit Streak | 0 | 48.2048 | 0 | 0 | 48.2048 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377899 | 340422 | -201726 | -267669 | -52284 | -580719 |
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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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