Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338236.0192 | 475365.3896 | -137129.3704 | -93963.6277 | 115738.5611 | -209702.1888 |
Total P&L (%) | 338.236 | 475.3654 | -137.1294 | -93.9636 | 115.7386 | -209.7022 |
Avg Daily Profit (%) | 0.1831 | 0.2574 | -0.0742 | -0.1519 | 0.0416 | 0 |
Buy And Hold Return (%) | 173.9319 | 173.9319 | 173.9319 | 173.9319 | 173.9319 | 173.9319 |
Max Trade Drawdown | -291925 | -157008 | -193021 | -377215 | -306178 | -290004 |
Profit Factor | 1.3838 | 2.2851 | 0.7319 | 0.9182 | 1.2079 | 0.646 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 47.6923 | 53.125 | 42.4242 | 47.6923 | 53.125 | 42.4242 |
Ratio Avg Win / Avg Loss | 1.5177 | 2.0162 | 0.9933 | 1.0071 | 1.0658 | 0.8767 |
Largest Winning Trade | 211966 | 211966 | 50096 | 173406 | 173406 | 83394 |
Largest Losing Trade | -85058 | -53461 | -85058 | -204391 | -204391 | -140566 |
Avg Bars in Trades | 53 | 70 | 37 | 53 | 70 | 37 |
Avg Bars in Winners | 63 | 73 | 52 | 63 | 73 | 52 |
Avg Bars in Losers | 44 | 67 | 26 | 44 | 67 | 26 |
Bars Traded | 3483 | 2249 | 1234 | 3483 | 2249 | 1234 |
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 | -134971 | 341500 | -583748 | -716008 | -303173 | -583748 |
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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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