Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682683.1211 | 693585.0303 | -10901.9092 | 162009.3675 | 443906.5527 | -281897.1851 |
Total P&L (%) | 682.6831 | 693.585 | -10.9019 | 162.0094 | 443.9066 | -281.8972 |
Avg Daily Profit (%) | 0.3706 | 0.3765 | -0.0059 | 0.0523 | 0.092 | 0 |
Buy And Hold Return (%) | 155.7076 | 155.7076 | 155.7076 | 155.7076 | 155.7076 | 155.7076 |
Max Trade Drawdown | -102279 | -88917 | -86393 | -1056879 | -745923 | -640471 |
Profit Factor | 2.0937 | 3.2095 | 0.9649 | 1.0388 | 1.2065 | 0.8608 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 38.6667 | 36.8421 | 40.5405 | 38.6667 | 36.8421 | 40.5405 |
Ratio Avg Win / Avg Loss | 3.3211 | 5.502 | 1.4151 | 1.6478 | 2.0683 | 1.2625 |
Largest Winning Trade | 616505 | 616505 | 43409 | 623839 | 623839 | 258940 |
Largest Losing Trade | -49292 | -30078 | -49292 | -322421 | -247478 | -322421 |
Avg Bars in Trades | 139 | 134 | 145 | 139 | 134 | 145 |
Avg Bars in Winners | 243 | 249 | 238 | 243 | 249 | 238 |
Avg Bars in Losers | 74 | 67 | 81 | 74 | 67 | 81 |
Bars Traded | 10484 | 5111 | 5373 | 10484 | 5111 | 5373 |
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 | -54088 | 315304 | -582784 | -518672 | -77893 | -582784 |
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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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