Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559889.2983 | 532177.5228 | 27711.7756 | 87693.2588 | 126990.1815 | -39296.9227 |
Total P&L (%) | 559.8893 | 532.1775 | 27.7118 | 87.6933 | 126.9902 | -39.2969 |
Avg Daily Profit (%) | 0.3065 | 0.2913 | 0.0152 | 0.0345 | 0.0449 | -0.0273 |
Buy And Hold Return (%) | 150.4034 | 150.4034 | 150.4034 | 150.4034 | 150.4034 | 150.4034 |
Max Trade Drawdown | -76240 | -93547 | -39949 | -316762 | -214721 | -124345 |
Profit Factor | 2.3255 | 3.2939 | 1.1455 | 1.0925 | 1.2446 | 0.9084 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 49.2308 | 40.625 | 57.5758 | 49.2308 | 40.625 | 57.5758 |
Ratio Avg Win / Avg Loss | 2.3982 | 4.8141 | 0.8441 | 1.1267 | 1.8191 | 0.6693 |
Largest Winning Trade | 402114 | 402114 | 58586 | 380498 | 380498 | 95528 |
Largest Losing Trade | -44316 | -44316 | -32624 | -149147 | -149147 | -102963 |
Avg Bars in Trades | 48 | 40 | 55 | 48 | 40 | 55 |
Avg Bars in Winners | 69 | 60 | 74 | 69 | 60 | 74 |
Avg Bars in Losers | 27 | 26 | 29 | 27 | 26 | 29 |
Bars Traded | 3131 | 1294 | 1837 | 3131 | 1294 | 1837 |
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 | -125391 | 316955 | -399500 | -567688 | -301568 | -579820 |
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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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