Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642927.6884 | 675182.9997 | -32255.3113 | 107449.7791 | 569377.3972 | -461927.6182 |
Total P&L (%) | 642.9277 | 675.183 | -32.2553 | 107.4498 | 569.3774 | -461.9276 |
Avg Daily Profit (%) | 0.3473 | 0.3648 | -0.0174 | 0.0394 | 0.1028 | 0 |
Buy And Hold Return (%) | 68.8334 | 68.8334 | 68.8334 | 68.8334 | 68.8334 | 68.8334 |
Max Trade Drawdown | -125657 | -100117 | -82734 | -857505 | -535802 | -568061 |
Profit Factor | 2.0403 | 3.532 | 0.9082 | 1.0343 | 1.4326 | 0.7456 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 41.9753 | 43.9024 | 40 | 41.9753 | 43.9024 | 40 |
Ratio Avg Win / Avg Loss | 2.8205 | 4.5131 | 1.3623 | 1.4298 | 1.8306 | 1.1184 |
Largest Winning Trade | 602634 | 602634 | 50693 | 778183 | 778183 | 237858 |
Largest Losing Trade | -39305 | -23486 | -39305 | -313562 | -230862 | -313562 |
Avg Bars in Trades | 64 | 60 | 69 | 64 | 60 | 69 |
Avg Bars in Winners | 104 | 97 | 113 | 104 | 97 | 113 |
Avg Bars in Losers | 35 | 32 | 39 | 35 | 32 | 39 |
Bars Traded | 5252 | 2486 | 2766 | 5252 | 2486 | 2766 |
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 | -6223 | 497839 | -582972 | -352230 | -55701 | -582972 |
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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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