Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787838.5381 | 882987.0105 | -95148.4724 | -24536.4607 | 9829.4637 | -34365.9244 |
Total P&L (%) | 787.8385 | 882.987 | -95.1485 | -24.5365 | 9.8295 | -34.3659 |
Avg Daily Profit (%) | 0.3468 | 0.3886 | -0.0419 | -0.0124 | 0.0041 | -0.0185 |
Buy And Hold Return (%) | 314.5937 | 314.5937 | 314.5937 | 314.5937 | 314.5937 | 314.5937 |
Max Trade Drawdown | -157290 | -115040 | -200375 | -138485 | -84805 | -85531 |
Profit Factor | 2.1951 | 3.805 | 0.7238 | 0.9406 | 1.0438 | 0.8178 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 46.729 | 44.4444 | 49.0566 | 46.729 | 44.4444 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.5024 | 4.7562 | 0.7516 | 1.0723 | 1.3047 | 0.8492 |
Largest Winning Trade | 788866 | 788866 | 40636 | 129097 | 129097 | 26552 |
Largest Losing Trade | -53170 | -52575 | -53170 | -41325 | -41325 | -33904 |
Avg Bars in Trades | 57 | 52 | 62 | 57 | 52 | 62 |
Avg Bars in Winners | 92 | 83 | 99 | 92 | 83 | 99 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 6117 | 2809 | 3308 | 6117 | 2809 | 3308 |
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 | 321463 | -168930 | -761200 | -580098 | -707683 | -761200 |
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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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