Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234507.7991 | 211912.7964 | 22595.0028 | 71549.6419 | 132425.8873 | -60876.2454 |
Total P&L (%) | 234.5078 | 211.9128 | 22.595 | 71.5496 | 132.4259 | -60.8762 |
Avg Daily Profit (%) | 0.1928 | 0.1742 | 0.0186 | 0.0444 | 0.0694 | -0.0771 |
Buy And Hold Return (%) | 22.9596 | 22.9596 | 22.9596 | 22.9596 | 22.9596 | 22.9596 |
Max Trade Drawdown | -115548 | -93078 | -84469 | -356284 | -279138 | -220981 |
Profit Factor | 1.4259 | 1.7832 | 1.0807 | 1.0582 | 1.2348 | 0.9084 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 50.5263 | 52.0833 | 48.9362 | 50.5263 | 52.0833 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.3962 | 1.6405 | 1.1277 | 1.0362 | 1.136 | 0.9479 |
Largest Winning Trade | 124689 | 124689 | 40863 | 115090 | 113589 | 115090 |
Largest Losing Trade | -36802 | -27611 | -36802 | -109002 | -91572 | -109002 |
Avg Bars in Trades | 73 | 66 | 80 | 73 | 66 | 80 |
Avg Bars in Winners | 76 | 72 | 81 | 76 | 72 | 81 |
Avg Bars in Losers | 69 | 58 | 80 | 69 | 58 | 80 |
Bars Traded | 6966 | 3171 | 3795 | 6966 | 3171 | 3795 |
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 | 314425 | 401078 | -465919 | -292799 | -101111 | -581110 |
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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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