Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859255.3254 | 972833.9758 | -113578.6504 | -95490.528 | 51602.111 | -147092.6391 |
Total P&L (%) | 859.2553 | 972.834 | -113.5787 | -95.4905 | 51.6021 | -147.0926 |
Avg Daily Profit (%) | 0.4788 | 0.5421 | -0.0633 | -0.1725 | 0.0232 | 0 |
Buy And Hold Return (%) | 142.3595 | 142.3595 | 142.3595 | 142.3595 | 142.3595 | 142.3595 |
Max Trade Drawdown | -152322 | -106927 | -196494 | -54783 | -11911 | -78569 |
Profit Factor | 2.0615 | 3.9436 | 0.7629 | 0.5174 | 2.9623 | 0.1427 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 48.6111 | 41.6667 | 55.5556 | 48.6111 | 41.6667 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.1793 | 5.5211 | 0.6103 | 0.547 | 4.1472 | 0.1142 |
Largest Winning Trade | 1018629 | 1018629 | 61851 | 52631 | 52631 | 4219 |
Largest Losing Trade | -78789 | -32683 | -78789 | -75261 | -3609 | -75261 |
Avg Bars in Trades | 69 | 75 | 64 | 69 | 75 | 64 |
Avg Bars in Winners | 89 | 94 | 85 | 89 | 94 | 85 |
Avg Bars in Losers | 51 | 61 | 37 | 51 | 61 | 37 |
Bars Traded | 5016 | 2700 | 2316 | 5016 | 2700 | 2316 |
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 | -70620 | 526604 | -580059 | -665095 | -324975 | -579782 |
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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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