Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247789.0037 | 276035.7443 | -28246.7406 | -6213.6111 | 88043.9441 | -94257.5552 |
Total P&L (%) | 247.789 | 276.0357 | -28.2467 | -6.2136 | 88.0439 | -94.2576 |
Avg Daily Profit (%) | 0.2024 | 0.2255 | -0.0231 | -0.0052 | 0.0516 | -0.2331 |
Buy And Hold Return (%) | 35.8824 | 35.8824 | 35.8824 | 35.8824 | 35.8824 | 35.8824 |
Max Trade Drawdown | -110059 | -88989 | -96742 | -338471 | -255723 | -292739 |
Profit Factor | 1.4918 | 2.0796 | 0.8862 | 0.9952 | 1.1285 | 0.8467 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 42.1875 | 43.75 | 40.625 | 42.1875 | 43.75 | 40.625 |
Ratio Avg Win / Avg Loss | 2.0443 | 2.6738 | 1.2952 | 1.3638 | 1.451 | 1.2375 |
Largest Winning Trade | 235825 | 235825 | 38531 | 235825 | 235825 | 94330 |
Largest Losing Trade | -39986 | -39986 | -31902 | -137900 | -108129 | -137900 |
Avg Bars in Trades | 110 | 114 | 106 | 110 | 114 | 106 |
Avg Bars in Winners | 151 | 137 | 167 | 151 | 137 | 167 |
Avg Bars in Losers | 80 | 96 | 65 | 80 | 96 | 65 |
Bars Traded | 7076 | 3654 | 3422 | 7076 | 3654 | 3422 |
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 | -136870 | 335873 | -582789 | -725927 | -209491 | -582789 |
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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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