Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311438.8749 | 526499.2563 | -215060.3813 | -96823.4563 | -9747.0171 | -87076.4392 |
Total P&L (%) | 311.4389 | 526.4993 | -215.0604 | -96.8235 | -9.747 | -87.0764 |
Avg Daily Profit (%) | 0.1495 | 0.2527 | -0.1032 | -0.1654 | -0.0049 | -0.0982 |
Buy And Hold Return (%) | 66.9381 | 66.9381 | 66.9381 | 66.9381 | 66.9381 | 66.9381 |
Max Trade Drawdown | -290519 | -62192 | -461170 | -152886 | -20304 | -141721 |
Profit Factor | 1.3236 | 3.7561 | 0.7212 | 0.5269 | 0.7341 | 0.4817 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 35.3659 | 36.5854 | 34.1463 | 35.3659 | 36.5854 | 34.1463 |
Ratio Avg Win / Avg Loss | 2.419 | 6.5106 | 1.3908 | 0.9629 | 1.2725 | 0.9289 |
Largest Winning Trade | 325923 | 325923 | 81181 | 53739 | 11803 | 53739 |
Largest Losing Trade | -75398 | -19443 | -75398 | -54369 | -9002 | -54369 |
Avg Bars in Trades | 290 | 73 | 506 | 290 | 73 | 506 |
Avg Bars in Winners | 587 | 134 | 1073 | 587 | 134 | 1073 |
Avg Bars in Losers | 127 | 38 | 213 | 127 | 38 | 213 |
Bars Traded | 23790 | 3011 | 20779 | 23790 | 3011 | 20779 |
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 | -8256 | 366842 | -585240 | -595246 | -584292 | -586907 |
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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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