Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482368.3955 | 499339.6953 | -16971.2998 | -10000.1739 | 36277.6336 | -46277.8075 |
Total P&L (%) | 482.3684 | 499.3397 | -16.9713 | -10.0002 | 36.2776 | -46.2778 |
Avg Daily Profit (%) | 0.2055 | 0.2127 | -0.0072 | -0.0045 | 0.0132 | -0.0265 |
Buy And Hold Return (%) | 50.8863 | 50.8863 | 50.8863 | 50.8863 | 50.8863 | 50.8863 |
Max Trade Drawdown | -229827 | -63491 | -230153 | -147888 | -55669 | -131661 |
Profit Factor | 1.7819 | 2.8309 | 0.9507 | 0.9728 | 1.2492 | 0.7917 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 45.3125 | 43.75 | 46.875 | 45.3125 | 43.75 | 46.875 |
Ratio Avg Win / Avg Loss | 2.1505 | 3.6398 | 1.0775 | 1.1741 | 1.6061 | 0.8973 |
Largest Winning Trade | 302733 | 302733 | 60694 | 43160 | 34313 | 43160 |
Largest Losing Trade | -56451 | -52831 | -56451 | -63763 | -27078 | -63763 |
Avg Bars in Trades | 66 | 72 | 61 | 66 | 72 | 61 |
Avg Bars in Winners | 82 | 89 | 75 | 82 | 89 | 75 |
Avg Bars in Losers | 53 | 58 | 48 | 53 | 58 | 48 |
Bars Traded | 4260 | 2305 | 1955 | 4260 | 2305 | 1955 |
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 | -134553 | 384141 | -580358 | -724711 | -342581 | -582025 |
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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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