Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698041.0396 | 703544.0457 | -5503.0061 | 195870.0138 | -33111.5661 | 228981.58 |
Total P&L (%) | 698.041 | 703.544 | -5.503 | 195.87 | -33.1116 | 228.9816 |
Avg Daily Profit (%) | 0.3696 | 0.3725 | -0.0029 | 0.0574 | -0.0213 | 0.0631 |
Buy And Hold Return (%) | 303.2721 | 303.2721 | 303.2721 | 303.2721 | 303.2721 | 303.2721 |
Max Trade Drawdown | -89998 | -126707 | -111396 | -603416 | -596492 | -368420 |
Profit Factor | 1.9742 | 3.1177 | 0.9857 | 1.0786 | 0.9767 | 1.2141 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 45.679 | 43.9024 | 47.5 | 45.679 | 43.9024 | 47.5 |
Ratio Avg Win / Avg Loss | 2.3477 | 3.9837 | 1.0894 | 1.2826 | 1.2481 | 1.3419 |
Largest Winning Trade | 367060 | 367060 | 52373 | 383821 | 383821 | 146414 |
Largest Losing Trade | -51448 | -36456 | -51448 | -236198 | -236198 | -187395 |
Avg Bars in Trades | 89 | 102 | 77 | 89 | 102 | 77 |
Avg Bars in Winners | 103 | 104 | 103 | 103 | 104 | 103 |
Avg Bars in Losers | 78 | 100 | 53 | 78 | 100 | 53 |
Bars Traded | 7281 | 4189 | 3092 | 7281 | 4189 | 3092 |
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 | -9597 | 301573 | -580055 | -434044 | -581446 | -275877 |
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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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