Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275550.7725 | 291249.628 | -15698.8555 | -21240.9624 | 88328.4835 | -109569.4459 |
Total P&L (%) | 275.5508 | 291.2496 | -15.6989 | -21.241 | 88.3285 | -109.5694 |
Avg Daily Profit (%) | 0.2537 | 0.2681 | -0.0145 | -0.022 | 0.0583 | 0 |
Buy And Hold Return (%) | 15.4345 | 15.4345 | 15.4345 | 15.4345 | 15.4345 | 15.4345 |
Max Trade Drawdown | -149135 | -90789 | -117953 | -619099 | -440448 | -388356 |
Profit Factor | 1.5605 | 2.1966 | 0.9368 | 0.9857 | 1.1115 | 0.8422 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 42.0455 | 38.6364 | 45.4545 | 42.0455 | 38.6364 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.1509 | 3.4887 | 1.1241 | 1.3587 | 1.7653 | 1.0106 |
Largest Winning Trade | 380701 | 380701 | 43076 | 494488 | 494488 | 93770 |
Largest Losing Trade | -32546 | -21210 | -32546 | -109469 | -109469 | -86505 |
Avg Bars in Trades | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Winners | 62 | 61 | 63 | 62 | 61 | 63 |
Avg Bars in Losers | 37 | 38 | 35 | 37 | 38 | 35 |
Bars Traded | 4195 | 2085 | 2110 | 4195 | 2085 | 2110 |
Profit Streak | 0 | 50.3438 | 0 | 0 | 50.3438 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 288292 | 309122 | -580820 | -581969 | -216496 | -580820 |
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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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