Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612527.6318 | 653674.4628 | -41146.8311 | 54863.4811 | 297018.1112 | -242154.6301 |
Total P&L (%) | 612.5276 | 653.6745 | -41.1468 | 54.8635 | 297.0181 | -242.1546 |
Avg Daily Profit (%) | 0.3333 | 0.3556 | -0.0224 | 0.0238 | 0.075 | 0 |
Buy And Hold Return (%) | 92.7539 | 92.7539 | 92.7539 | 92.7539 | 92.7539 | 92.7539 |
Max Trade Drawdown | -131399 | -105367 | -102586 | -514810 | -302144 | -336087 |
Profit Factor | 1.7118 | 2.4978 | 0.903 | 1.0235 | 1.2572 | 0.794 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 37.5 | 31.5789 | 43.4211 | 37.5 | 31.5789 | 43.4211 |
Ratio Avg Win / Avg Loss | 2.8529 | 5.4119 | 1.1766 | 1.7059 | 2.7239 | 1.0346 |
Largest Winning Trade | 514693 | 514693 | 44613 | 445480 | 445480 | 125574 |
Largest Losing Trade | -36680 | -29649 | -36680 | -161947 | -161947 | -155509 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 38 | 47 | 31 | 38 | 47 | 31 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 3480 | 1888 | 1592 | 3480 | 1888 | 1592 |
Profit Streak | 0 | 0 | 45.5963 | 0 | 0 | 45.5963 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301310 | -42215 | -629862 | -524157 | -151088 | -629862 |
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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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