Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604050.0989 | 664913.422 | -60863.3231 | 16215.1205 | 233303.7186 | -217088.5982 |
Total P&L (%) | 604.0501 | 664.9134 | -60.8633 | 16.2151 | 233.3037 | -217.0886 |
Avg Daily Profit (%) | 0.2415 | 0.2659 | -0.0243 | 0.006 | 0.0481 | 0 |
Buy And Hold Return (%) | 266.4663 | 266.4663 | 266.4663 | 266.4663 | 266.4663 | 266.4663 |
Max Trade Drawdown | -165053 | -88415 | -166531 | -444007 | -234812 | -388933 |
Profit Factor | 2.0881 | 3.8389 | 0.8103 | 1.0118 | 1.3899 | 0.7191 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 48.4848 | 42.4242 | 54.5455 | 48.4848 | 42.4242 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.2186 | 5.2099 | 0.6753 | 1.0751 | 1.8863 | 0.5993 |
Largest Winning Trade | 578261 | 578261 | 43744 | 265697 | 265697 | 119398 |
Largest Losing Trade | -58253 | -46582 | -58253 | -161740 | -161740 | -120991 |
Avg Bars in Trades | 109 | 74 | 144 | 109 | 74 | 144 |
Avg Bars in Winners | 154 | 93 | 201 | 154 | 93 | 201 |
Avg Bars in Losers | 67 | 60 | 75 | 67 | 60 | 75 |
Bars Traded | 7216 | 2453 | 4763 | 7216 | 2453 | 4763 |
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 | -121835 | 323505 | -580213 | -687180 | -295613 | -580213 |
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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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