Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252399.6097 | 299360.8379 | -46961.2282 | 52745.2086 | 380247.2491 | -327502.0405 |
Total P&L (%) | 252.3996 | 299.3608 | -46.9612 | 52.7452 | 380.2472 | -327.502 |
Avg Daily Profit (%) | 0.1787 | 0.2119 | -0.0332 | 0.03 | 0.1112 | 0 |
Buy And Hold Return (%) | 81.7993 | 81.7993 | 81.7993 | 81.7993 | 81.7993 | 81.7993 |
Max Trade Drawdown | -163478 | -94314 | -166348 | -892782 | -607386 | -684797 |
Profit Factor | 1.5536 | 2.6947 | 0.8318 | 1.0225 | 1.3788 | 0.7556 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 44.4444 | 46.875 | 41.9355 | 44.4444 | 46.875 | 41.9355 |
Ratio Avg Win / Avg Loss | 1.942 | 3.054 | 1.1518 | 1.2781 | 1.5627 | 1.0463 |
Largest Winning Trade | 148971 | 148971 | 64280 | 491430 | 491430 | 327420 |
Largest Losing Trade | -28839 | -28839 | -28737 | -285962 | -203938 | -285962 |
Avg Bars in Trades | 41 | 36 | 47 | 41 | 36 | 47 |
Avg Bars in Winners | 60 | 58 | 61 | 60 | 58 | 61 |
Avg Bars in Losers | 27 | 16 | 37 | 27 | 16 | 37 |
Bars Traded | 2642 | 1162 | 1480 | 2642 | 1162 | 1480 |
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 | -146289 | 327297 | -582287 | -667804 | -45821 | -582287 |
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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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