Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487924.2392 | 554997.1603 | -67072.9211 | -11937.9924 | 321640.1791 | -333578.1714 |
Total P&L (%) | 487.9242 | 554.9972 | -67.0729 | -11.938 | 321.6402 | -333.5782 |
Avg Daily Profit (%) | 0.2688 | 0.3058 | -0.037 | -0.007 | 0.0793 | 0 |
Buy And Hold Return (%) | 239.2919 | 239.2919 | 239.2919 | 239.2919 | 239.2919 | 239.2919 |
Max Trade Drawdown | -122870 | -76954 | -107220 | -374738 | -247150 | -336518 |
Profit Factor | 1.6358 | 2.7436 | 0.8507 | 0.9936 | 1.4006 | 0.6845 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 54.1176 | 52.381 | 55.814 | 54.1176 | 52.381 | 55.814 |
Ratio Avg Win / Avg Loss | 1.3869 | 2.4942 | 0.6734 | 0.8424 | 1.2732 | 0.5419 |
Largest Winning Trade | 224639 | 224639 | 61318 | 232586 | 232586 | 107511 |
Largest Losing Trade | -63566 | -55101 | -63566 | -200572 | -112878 | -200572 |
Avg Bars in Trades | 83 | 80 | 85 | 83 | 80 | 85 |
Avg Bars in Winners | 100 | 100 | 99 | 100 | 100 | 99 |
Avg Bars in Losers | 63 | 58 | 68 | 63 | 58 | 68 |
Bars Traded | 7082 | 3386 | 3696 | 7082 | 3386 | 3696 |
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 | 155803 | 351685 | -579973 | -580017 | -144718 | -579973 |
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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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