Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738869.7043 | 750433.1972 | -11563.4929 | 280490.648 | 496760.0847 | -216269.4367 |
Total P&L (%) | 738.8697 | 750.4332 | -11.5635 | 280.4906 | 496.7601 | -216.2694 |
Avg Daily Profit (%) | 0.4001 | 0.4064 | -0.0063 | 0.0724 | 0.0968 | 0 |
Buy And Hold Return (%) | 104.4679 | 104.4679 | 104.4679 | 104.4679 | 104.4679 | 104.4679 |
Max Trade Drawdown | -128640 | -73011 | -100626 | -901742 | -581084 | -458832 |
Profit Factor | 2.0741 | 3.9215 | 0.9732 | 1.1095 | 1.4655 | 0.8553 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 54.4304 | 61.5385 | 47.5 | 54.4304 | 61.5385 | 47.5 |
Ratio Avg Win / Avg Loss | 1.7364 | 2.4509 | 1.0756 | 0.9289 | 0.9159 | 0.9453 |
Largest Winning Trade | 485365 | 485365 | 74917 | 353402 | 353402 | 261788 |
Largest Losing Trade | -51836 | -33839 | -51836 | -322080 | -322080 | -220933 |
Avg Bars in Trades | 135 | 134 | 135 | 135 | 134 | 135 |
Avg Bars in Winners | 195 | 180 | 215 | 195 | 180 | 215 |
Avg Bars in Losers | 62 | 61 | 64 | 62 | 61 | 64 |
Bars Traded | 10693 | 5258 | 5435 | 10693 | 5258 | 5435 |
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 | -17011 | 659603 | -580055 | -232110 | -64360 | -581722 |
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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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