Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420083.8912 | 440473.6154 | -20389.7242 | -38687.6393 | 42383.6795 | -81071.3188 |
Total P&L (%) | 420.0839 | 440.4736 | -20.3897 | -38.6876 | 42.3837 | -81.0713 |
Avg Daily Profit (%) | 0.1678 | 0.176 | -0.0081 | -0.0195 | 0.0141 | -0.0665 |
Buy And Hold Return (%) | 15.142 | 15.142 | 15.142 | 15.142 | 15.142 | 15.142 |
Max Trade Drawdown | -161985 | -157783 | -85652 | -1116022 | -943455 | -210824 |
Profit Factor | 1.6186 | 2.1171 | 0.9284 | 0.9787 | 1.0326 | 0.8435 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 46.1538 | 42.4242 | 50 | 46.1538 | 42.4242 | 50 |
Ratio Avg Win / Avg Loss | 1.8883 | 2.8732 | 0.9284 | 1.1419 | 1.4013 | 0.8435 |
Largest Winning Trade | 332246 | 332246 | 47430 | 809440 | 809440 | 124267 |
Largest Losing Trade | -52069 | -52069 | -49666 | -613038 | -613038 | -163858 |
Avg Bars in Trades | 109 | 80 | 139 | 109 | 80 | 139 |
Avg Bars in Winners | 140 | 86 | 187 | 140 | 86 | 187 |
Avg Bars in Losers | 82 | 75 | 91 | 82 | 75 | 91 |
Bars Traded | 7101 | 2642 | 4459 | 7101 | 2642 | 4459 |
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 | -127363 | 304949 | -580810 | -716884 | -364963 | -580810 |
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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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