Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341122.1243 | 515659.3064 | -174537.182 | -94802.2633 | 140772.9332 | -235575.1965 |
Total P&L (%) | 341.1221 | 515.6593 | -174.5372 | -94.8023 | 140.7729 | -235.5752 |
Avg Daily Profit (%) | 0.1843 | 0.2785 | -0.0943 | -0.1596 | 0.0475 | 0 |
Buy And Hold Return (%) | 115.4449 | 115.4449 | 115.4449 | 115.4449 | 115.4449 | 115.4449 |
Max Trade Drawdown | -188861 | -89965 | -192505 | -228913 | -74386 | -160357 |
Profit Factor | 1.4409 | 2.7065 | 0.6298 | 0.7992 | 2.0661 | 0.3073 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 41.25 | 42.5 | 40 | 41.25 | 42.5 | 40 |
Ratio Avg Win / Avg Loss | 2.0522 | 3.6618 | 0.9447 | 1.1382 | 2.7952 | 0.4609 |
Largest Winning Trade | 462494 | 462494 | 74301 | 192037 | 192037 | 27100 |
Largest Losing Trade | -79772 | -39054 | -79772 | -79578 | -32808 | -79578 |
Avg Bars in Trades | 89 | 83 | 95 | 89 | 83 | 95 |
Avg Bars in Winners | 132 | 97 | 169 | 132 | 97 | 169 |
Avg Bars in Losers | 59 | 72 | 46 | 59 | 72 | 46 |
Bars Traded | 7156 | 3324 | 3832 | 7156 | 3324 | 3832 |
Profit Streak | 0 | 0 | 74.1223 | 0 | 0 | 74.1223 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20788 | 330369 | -583672 | -606291 | -225987 | -583672 |
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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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