Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631189.1872 | 663685.1883 | -32496.0011 | 84075.6454 | 311426.0546 | -227350.4092 |
Total P&L (%) | 631.1892 | 663.6852 | -32.496 | 84.0756 | 311.4261 | -227.3504 |
Avg Daily Profit (%) | 0.3442 | 0.3619 | -0.0177 | 0.0333 | 0.0772 | 0 |
Buy And Hold Return (%) | 166.5053 | 166.5053 | 166.5053 | 166.5053 | 166.5053 | 166.5053 |
Max Trade Drawdown | -123406 | -89772 | -77561 | -455270 | -303964 | -249318 |
Profit Factor | 2.1332 | 3.6527 | 0.8941 | 1.0493 | 1.3976 | 0.7535 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 37.3134 | 38.2353 | 36.3636 | 37.3134 | 38.2353 | 36.3636 |
Ratio Avg Win / Avg Loss | 3.5837 | 5.9005 | 1.5647 | 1.7628 | 2.2576 | 1.3186 |
Largest Winning Trade | 623968 | 623968 | 48604 | 500742 | 500742 | 153187 |
Largest Losing Trade | -32419 | -27744 | -32419 | -164134 | -164134 | -138581 |
Avg Bars in Trades | 156 | 147 | 166 | 156 | 147 | 166 |
Avg Bars in Winners | 292 | 259 | 328 | 292 | 259 | 328 |
Avg Bars in Losers | 75 | 77 | 73 | 75 | 77 | 73 |
Bars Traded | 10491 | 5009 | 5482 | 10491 | 5009 | 5482 |
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 | -115291 | 338462 | -583328 | -605609 | -100470 | -584439 |
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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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