Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296785.1509 | 387777.2563 | -90992.1054 | -85333.5131 | -11806.3398 | -73527.1732 |
Total P&L (%) | 296.7852 | 387.7773 | -90.9921 | -85.3335 | -11.8063 | -73.5272 |
Avg Daily Profit (%) | 0.1552 | 0.2027 | -0.0476 | -0.1003 | -0.0066 | -0.0695 |
Buy And Hold Return (%) | 16.847 | 16.847 | 16.847 | 16.847 | 16.847 | 16.847 |
Max Trade Drawdown | -325785 | -219543 | -188043 | -1693505 | -1686633 | -590514 |
Profit Factor | 1.3411 | 1.9201 | 0.7971 | 0.981 | 0.9954 | 0.9623 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Losing Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Profitability (%) | 49.1124 | 50 | 48.2353 | 49.1124 | 50 | 48.2353 |
Ratio Avg Win / Avg Loss | 1.3896 | 1.9201 | 0.8555 | 1.0165 | 0.9954 | 1.0327 |
Largest Winning Trade | 355300 | 355300 | 44488 | 968972 | 968972 | 422478 |
Largest Losing Trade | -67087 | -36242 | -67087 | -515780 | -515780 | -491894 |
Avg Bars in Trades | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Winners | 36 | 35 | 38 | 36 | 35 | 38 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 5516 | 2723 | 2793 | 5516 | 2723 | 2793 |
Profit Streak | 21.1302 | 22.7969 | 21.1302 | 21.1302 | 22.7969 | 21.1302 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329998 | 414300 | -581239 | -577517 | -580560 | -579572 |
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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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