Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512038.5366 | 592430.882 | -80392.3454 | -45009.489 | 170414.9874 | -215424.4764 |
Total P&L (%) | 512.0385 | 592.4309 | -80.3923 | -45.0095 | 170.415 | -215.4245 |
Avg Daily Profit (%) | 0.2824 | 0.3268 | -0.0443 | -0.033 | 0.0549 | 0 |
Buy And Hold Return (%) | 138.4906 | 138.4906 | 138.4906 | 138.4906 | 138.4906 | 138.4906 |
Max Trade Drawdown | -210954 | -108499 | -170232 | -561929 | -401758 | -211676 |
Profit Factor | 1.7128 | 2.7963 | 0.7931 | 0.9549 | 1.3369 | 0.5615 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 45.7627 | 41.3793 | 50 | 45.7627 | 41.3793 | 50 |
Ratio Avg Win / Avg Loss | 2.03 | 3.9614 | 0.7931 | 1.1317 | 1.8939 | 0.5615 |
Largest Winning Trade | 249217 | 249217 | 78556 | 304493 | 304493 | 82985 |
Largest Losing Trade | -79559 | -47677 | -79559 | -165290 | -165290 | -110347 |
Avg Bars in Trades | 117 | 105 | 129 | 117 | 105 | 129 |
Avg Bars in Winners | 166 | 156 | 175 | 166 | 156 | 175 |
Avg Bars in Losers | 76 | 70 | 82 | 76 | 70 | 82 |
Bars Traded | 6945 | 3073 | 3872 | 6945 | 3073 | 3872 |
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 | -171650 | 326708 | -580825 | -760258 | -215675 | -580825 |
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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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