Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488334.0907 | 747348.5904 | -259014.4997 | -98431.2245 | 116700.0943 | -215131.3188 |
Total P&L (%) | 488.3341 | 747.3486 | -259.0145 | -98.4312 | 116.7001 | -215.1313 |
Avg Daily Profit (%) | 0.2733 | 0.4182 | -0.1449 | -0.2322 | 0.0433 | 0 |
Buy And Hold Return (%) | 87.7828 | 87.7828 | 87.7828 | 87.7828 | 87.7828 | 87.7828 |
Max Trade Drawdown | -192315 | -170471 | -202894 | -165957 | -45013 | -137771 |
Profit Factor | 1.5333 | 3.2426 | 0.5553 | 0.7274 | 3.002 | 0.2894 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 10 | 16 | 26 | 9 | 17 |
Losing Trades | 38 | 22 | 16 | 38 | 23 | 15 |
Profitability (%) | 40.625 | 31.25 | 50 | 40.625 | 28.125 | 53.125 |
Ratio Avg Win / Avg Loss | 2.241 | 7.1338 | 0.5553 | 1.0631 | 7.6717 | 0.2554 |
Largest Winning Trade | 898940 | 898940 | 57872 | 150721 | 150721 | 43303 |
Largest Losing Trade | -139699 | -45779 | -139699 | -130336 | -14405 | -130336 |
Avg Bars in Trades | 78 | 89 | 67 | 78 | 89 | 67 |
Avg Bars in Winners | 94 | 93 | 95 | 93 | 98 | 91 |
Avg Bars in Losers | 67 | 87 | 39 | 67 | 85 | 39 |
Bars Traded | 5012 | 2858 | 2154 | 5012 | 2858 | 2154 |
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 | -137513 | 315974 | -580810 | -726534 | -208725 | -580405 |
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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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