Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934747.6076 | 979887.992 | -45140.3844 | 153603.8626 | 410225.3926 | -256621.53 |
Total P&L (%) | 934.7476 | 979.888 | -45.1404 | 153.6039 | 410.2254 | -256.6215 |
Avg Daily Profit (%) | 0.5117 | 0.5364 | -0.0247 | 0.051 | 0.0893 | 0 |
Buy And Hold Return (%) | 607.2884 | 607.2884 | 607.2884 | 607.2884 | 607.2884 | 607.2884 |
Max Trade Drawdown | -196246 | -94584 | -163048 | -419423 | -176962 | -341591 |
Profit Factor | 2.449 | 4.4159 | 0.874 | 1.1412 | 1.8899 | 0.5905 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 45.8333 | 52.7778 | 38.8889 | 45.8333 | 52.7778 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.8943 | 3.951 | 1.3734 | 1.3487 | 1.6909 | 0.9279 |
Largest Winning Trade | 468974 | 468974 | 78521 | 359992 | 359992 | 82544 |
Largest Losing Trade | -81322 | -43736 | -81322 | -162514 | -113635 | -162514 |
Avg Bars in Trades | 148 | 136 | 160 | 148 | 136 | 160 |
Avg Bars in Winners | 224 | 189 | 271 | 224 | 189 | 271 |
Avg Bars in Losers | 83 | 76 | 89 | 83 | 76 | 89 |
Bars Traded | 10667 | 4903 | 5764 | 10667 | 4903 | 5764 |
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 | -79989 | 330212 | -583434 | -441217 | -235630 | -585101 |
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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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