Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311543.0309 | 326867.0848 | -15324.0538 | 85252.0506 | 149581.0776 | -64329.0269 |
Total P&L (%) | 311.543 | 326.8671 | -15.3241 | 85.2521 | 149.5811 | -64.329 |
Avg Daily Profit (%) | 0.2991 | 0.3138 | -0.0147 | 0.0592 | 0.0878 | -0.0989 |
Buy And Hold Return (%) | 129.249 | 129.249 | 129.249 | 129.249 | 129.249 | 129.249 |
Max Trade Drawdown | -94920 | -98791 | -56977 | -447308 | -477111 | -158334 |
Profit Factor | 1.8118 | 2.1151 | 0.831 | 1.0637 | 1.1407 | 0.766 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 54.7945 | 52.7778 | 56.7568 | 54.7945 | 52.7778 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.4947 | 1.8925 | 0.6331 | 0.8776 | 1.0206 | 0.5836 |
Largest Winning Trade | 196857 | 196857 | 9776 | 232347 | 232347 | 36929 |
Largest Losing Trade | -61126 | -61126 | -15885 | -298367 | -298367 | -43244 |
Avg Bars in Trades | 293 | 566 | 28 | 293 | 566 | 28 |
Avg Bars in Winners | 248 | 479 | 39 | 248 | 479 | 39 |
Avg Bars in Losers | 348 | 663 | 14 | 348 | 663 | 14 |
Bars Traded | 21453 | 20386 | 1067 | 21453 | 20386 | 1067 |
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 | -68737 | 339989 | -579618 | -507146 | -257967 | -579618 |
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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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