Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545375.1326 | 598920.74 | -53545.6074 | -24847.2707 | 28244.8606 | -53092.1313 |
Total P&L (%) | 545.3751 | 598.9207 | -53.5456 | -24.8473 | 28.2449 | -53.0921 |
Avg Daily Profit (%) | 0.2974 | 0.3266 | -0.0292 | -0.0156 | 0.0136 | -0.0413 |
Buy And Hold Return (%) | 125.617 | 125.617 | 125.617 | 125.617 | 125.617 | 125.617 |
Max Trade Drawdown | -199133 | -125552 | -143646 | -335896 | -255012 | -200556 |
Profit Factor | 2.0169 | 3.5349 | 0.8215 | 0.9689 | 1.0708 | 0.8673 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 43.9024 | 43.9024 | 43.9024 | 43.9024 | 43.9024 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.5771 | 4.5168 | 1.0498 | 1.238 | 1.3682 | 1.1082 |
Largest Winning Trade | 632864 | 632864 | 48644 | 256017 | 256017 | 82734 |
Largest Losing Trade | -67290 | -29503 | -67290 | -105005 | -105005 | -65753 |
Avg Bars in Trades | 42 | 40 | 43 | 42 | 40 | 43 |
Avg Bars in Winners | 61 | 61 | 61 | 61 | 61 | 61 |
Avg Bars in Losers | 27 | 24 | 30 | 27 | 24 | 30 |
Bars Traded | 3476 | 1677 | 1799 | 3476 | 1677 | 1799 |
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 | -364 | 430733 | -581446 | -590260 | -485507 | -581446 |
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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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