Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384542.0702 | 484290.4906 | -99748.4203 | -53300.2114 | 127651.2973 | -180951.5087 |
Total P&L (%) | 384.5421 | 484.2905 | -99.7484 | -53.3002 | 127.6513 | -180.9515 |
Avg Daily Profit (%) | 0.2077 | 0.2616 | -0.0539 | -0.0411 | 0.0445 | 0 |
Buy And Hold Return (%) | 85.6826 | 85.6826 | 85.6826 | 85.6826 | 85.6826 | 85.6826 |
Max Trade Drawdown | -134080 | -59727 | -140660 | -375541 | -194555 | -301286 |
Profit Factor | 1.5999 | 3.2905 | 0.7678 | 0.9576 | 1.2901 | 0.7782 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 33.3333 | 36.8421 | 29.7297 | 33.3333 | 36.8421 | 29.7297 |
Ratio Avg Win / Avg Loss | 3.1998 | 5.6409 | 1.8148 | 1.9151 | 2.2116 | 1.8394 |
Largest Winning Trade | 482577 | 482577 | 52093 | 237773 | 237773 | 128124 |
Largest Losing Trade | -35748 | -31264 | -35748 | -123506 | -90374 | -123506 |
Avg Bars in Trades | 69 | 46 | 93 | 69 | 46 | 93 |
Avg Bars in Winners | 143 | 80 | 222 | 143 | 80 | 222 |
Avg Bars in Losers | 32 | 26 | 38 | 32 | 26 | 38 |
Bars Traded | 5223 | 1767 | 3456 | 5223 | 1767 | 3456 |
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 | -58832 | 303697 | -586963 | -645759 | -150895 | -586963 |
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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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