Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225196.7036 | 240924.9466 | -15728.243 | 1210.8855 | 60642.0342 | -59431.1487 |
Total P&L (%) | 225.1967 | 240.9249 | -15.7282 | 1.2109 | 60.642 | -59.4311 |
Avg Daily Profit (%) | 0.1859 | 0.1989 | -0.013 | 0.001 | 0.0391 | -0.0745 |
Buy And Hold Return (%) | 21.3149 | 21.3149 | 21.3149 | 21.3149 | 21.3149 | 21.3149 |
Max Trade Drawdown | -104463 | -67152 | -126009 | -137216 | -71423 | -107535 |
Profit Factor | 1.4143 | 1.948 | 0.9457 | 1.0032 | 1.3491 | 0.7067 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 51.8987 | 48.7179 | 55 | 51.8987 | 48.7179 | 55 |
Ratio Avg Win / Avg Loss | 1.3108 | 2.0505 | 0.7737 | 0.9298 | 1.4201 | 0.5782 |
Largest Winning Trade | 129165 | 129165 | 39533 | 76348 | 76348 | 26864 |
Largest Losing Trade | -52013 | -27917 | -52013 | -55070 | -45316 | -55070 |
Avg Bars in Trades | 87 | 90 | 84 | 87 | 90 | 84 |
Avg Bars in Winners | 91 | 91 | 92 | 91 | 91 | 92 |
Avg Bars in Losers | 82 | 89 | 75 | 82 | 89 | 75 |
Bars Traded | 6913 | 3527 | 3386 | 6913 | 3527 | 3386 |
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 | -22748 | 390005 | -580101 | -606944 | -143963 | -580101 |
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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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