Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372802.9159 | 401797.7922 | -28994.8763 | -10391.5435 | 737154.3583 | -747545.9018 |
Total P&L (%) | 372.8029 | 401.7978 | -28.9949 | -10.3915 | 737.1544 | -747.5459 |
Avg Daily Profit (%) | 0.2012 | 0.2168 | -0.0156 | -0.0059 | 0.1147 | 0 |
Buy And Hold Return (%) | 11.632 | 11.632 | 11.632 | 11.632 | 11.632 | 11.632 |
Max Trade Drawdown | -181953 | -155234 | -64452 | -2495381 | -1856303 | -833100 |
Profit Factor | 1.6732 | 1.9634 | 0.7879 | 0.9978 | 1.2192 | 0.4684 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Profitability (%) | 53.6232 | 61.7647 | 45.7143 | 53.6232 | 61.7647 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.4471 | 1.2154 | 0.9356 | 0.863 | 0.7547 | 0.5563 |
Largest Winning Trade | 157745 | 157745 | 17868 | 998798 | 998798 | 147480 |
Largest Losing Trade | -70792 | -70792 | -18865 | -1077566 | -1077566 | -456792 |
Avg Bars in Trades | 304 | 600 | 16 | 304 | 600 | 16 |
Avg Bars in Winners | 145 | 244 | 15 | 145 | 244 | 15 |
Avg Bars in Losers | 488 | 1175 | 17 | 488 | 1175 | 17 |
Bars Traded | 20995 | 20419 | 576 | 20995 | 20419 | 576 |
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 | -95840 | 428078 | -582176 | -686308 | -39992 | -582176 |
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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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