Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816435.9481 | 945021.5164 | -128585.5683 | -60006.1512 | 117928.2215 | -177934.3728 |
Total P&L (%) | 816.4359 | 945.0215 | -128.5856 | -60.0062 | 117.9282 | -177.9344 |
Avg Daily Profit (%) | 0.4573 | 0.5294 | -0.072 | -0.0513 | 0.0436 | 0 |
Buy And Hold Return (%) | 344.7658 | 344.7658 | 344.7658 | 344.7658 | 344.7658 | 344.7658 |
Max Trade Drawdown | -227915 | -121377 | -293791 | -207753 | -72899 | -219897 |
Profit Factor | 1.9539 | 3.6646 | 0.7435 | 0.9026 | 1.5578 | 0.5603 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 37 | 16 | 21 | 37 | 15 | 22 |
Losing Trades | 42 | 24 | 18 | 42 | 25 | 17 |
Profitability (%) | 46.8354 | 40 | 53.8462 | 46.8354 | 37.5 | 56.4103 |
Ratio Avg Win / Avg Loss | 2.2179 | 5.4968 | 0.6373 | 1.0246 | 2.5964 | 0.433 |
Largest Winning Trade | 807155 | 807155 | 60551 | 99426 | 99426 | 64576 |
Largest Losing Trade | -128626 | -37229 | -128626 | -196383 | -22395 | -196383 |
Avg Bars in Trades | 132 | 147 | 116 | 132 | 147 | 116 |
Avg Bars in Winners | 175 | 197 | 159 | 175 | 204 | 155 |
Avg Bars in Losers | 94 | 114 | 67 | 94 | 113 | 66 |
Bars Traded | 10466 | 5916 | 4550 | 10466 | 5916 | 4550 |
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 | -22994 | 376794 | -580258 | -611619 | -302450 | -579926 |
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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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