Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315353.9101 | 285697.8505 | 29656.0596 | 54701.4972 | 161713.8635 | -107012.3663 |
Total P&L (%) | 315.3539 | 285.6979 | 29.6561 | 54.7015 | 161.7139 | -107.0124 |
Avg Daily Profit (%) | 0.2913 | 0.2639 | 0.0274 | 0.0403 | 0.0889 | 0 |
Buy And Hold Return (%) | 17.9475 | 17.9475 | 17.9475 | 17.9475 | 17.9475 | 17.9475 |
Max Trade Drawdown | -111299 | -81916 | -64560 | -399596 | -241343 | -217926 |
Profit Factor | 1.5678 | 2.0192 | 1.1078 | 1.0383 | 1.241 | 0.8585 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 51.7241 | 50 | 53.4483 | 51.7241 | 50 | 53.4483 |
Ratio Avg Win / Avg Loss | 1.4633 | 2.0192 | 0.9649 | 0.9691 | 1.241 | 0.7477 |
Largest Winning Trade | 321780 | 321780 | 29134 | 369221 | 369221 | 89351 |
Largest Losing Trade | -41897 | -25437 | -41897 | -146164 | -86286 | -146164 |
Avg Bars in Trades | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Winners | 23 | 24 | 23 | 23 | 24 | 23 |
Avg Bars in Losers | 29 | 32 | 25 | 29 | 32 | 25 |
Bars Traded | 3075 | 1658 | 1417 | 3075 | 1658 | 1417 |
Profit Streak | 0 | 0 | 53.2177 | 0 | 0 | 53.2177 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393514 | -167773 | -447435 | -321351 | -254325 | -759123 |
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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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