Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320309.522 | 363312.3736 | -43002.8515 | 1134174.1453 | -323490.5764 | 1457664.7217 |
Total P&L (%) | 320.3095 | 363.3124 | -43.0029 | 1134.1741 | -323.4906 | 1457.6647 |
Avg Daily Profit (%) | 0.2268 | 0.2572 | -0.0304 | 0.1781 | 0 | 0.1946 |
Buy And Hold Return (%) | 64.3758 | 64.3758 | 64.3758 | 64.3758 | 64.3758 | 64.3758 |
Max Trade Drawdown | -208539 | -59973 | -275741 | -5576383 | -2190233 | -4448862 |
Profit Factor | 1.5642 | 4.0124 | 0.9038 | 1.1145 | 0.916 | 1.2408 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 48 | 25 | 23 | 42 | 21 | 21 |
Losing Trades | 23 | 10 | 13 | 29 | 14 | 15 |
Profitability (%) | 67.6056 | 71.4286 | 63.8889 | 59.1549 | 60 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.7495 | 1.605 | 0.5109 | 0.7695 | 0.6107 | 0.8863 |
Largest Winning Trade | 111704 | 111704 | 53585 | 2994092 | 768996 | 2994092 |
Largest Losing Trade | -157978 | -57737 | -157978 | -2916267 | -2087210 | -2916267 |
Avg Bars in Trades | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Winners | 29 | 33 | 26 | 34 | 32 | 36 |
Avg Bars in Losers | 48 | 35 | 57 | 37 | 35 | 39 |
Bars Traded | 2539 | 1186 | 1353 | 2539 | 1186 | 1353 |
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 | -82191 | 613607 | -578979 | -178228 | -579491 | 256494 |
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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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