Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585137.3645 | 611937.0272 | -26799.6627 | 75266.2434 | 136044.2299 | -60777.9865 |
Total P&L (%) | 585.1374 | 611.937 | -26.7997 | 75.2662 | 136.0442 | -60.778 |
Avg Daily Profit (%) | 0.3169 | 0.3314 | -0.0145 | 0.0304 | 0.0465 | -0.0507 |
Buy And Hold Return (%) | 76.3495 | 76.3495 | 76.3495 | 76.3495 | 76.3495 | 76.3495 |
Max Trade Drawdown | -147285 | -135968 | -38608 | -3123505 | -2848029 | -326250 |
Profit Factor | 2.1229 | 2.4056 | 0.6874 | 1.0121 | 1.0248 | 0.9161 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Losing Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Profitability (%) | 57.3034 | 68.1818 | 46.6667 | 57.3034 | 68.1818 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.5818 | 1.1226 | 0.7856 | 0.7541 | 0.4783 | 1.047 |
Largest Winning Trade | 222127 | 222127 | 11224 | 1479022 | 1479022 | 224504 |
Largest Losing Trade | -77797 | -77797 | -15670 | -2089335 | -2089335 | -307856 |
Avg Bars in Trades | 115 | 229 | 2 | 115 | 229 | 2 |
Avg Bars in Winners | 88 | 148 | 2 | 88 | 148 | 2 |
Avg Bars in Losers | 150 | 403 | 3 | 150 | 403 | 3 |
Bars Traded | 10245 | 10114 | 131 | 10245 | 10114 | 131 |
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 | 513306 | 541726 | -581730 | -525724 | -331588 | -580063 |
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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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