Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314925.6933 | 376371.2319 | -61445.5386 | -71884.4841 | 41208.9568 | -113093.441 |
Total P&L (%) | 314.9257 | 376.3712 | -61.4455 | -71.8845 | 41.209 | -113.0934 |
Avg Daily Profit (%) | 0.1724 | 0.2061 | -0.0336 | -0.0694 | 0.0189 | 0 |
Buy And Hold Return (%) | 148.7961 | 148.7961 | 148.7961 | 148.7961 | 148.7961 | 148.7961 |
Max Trade Drawdown | -128519 | -108680 | -92784 | -103797 | -71875 | -117470 |
Profit Factor | 1.4707 | 2.1917 | 0.8261 | 0.8394 | 1.2182 | 0.5627 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 50.6329 | 53.8462 | 47.5 | 50.6329 | 53.8462 | 47.5 |
Ratio Avg Win / Avg Loss | 1.4339 | 1.8786 | 0.913 | 0.8184 | 1.0442 | 0.6219 |
Largest Winning Trade | 343815 | 343815 | 71556 | 99096 | 99096 | 35867 |
Largest Losing Trade | -45825 | -45825 | -43924 | -56838 | -34850 | -56838 |
Avg Bars in Trades | 40 | 36 | 43 | 40 | 36 | 43 |
Avg Bars in Winners | 53 | 46 | 61 | 53 | 46 | 61 |
Avg Bars in Losers | 26 | 24 | 27 | 26 | 24 | 27 |
Bars Traded | 3164 | 1421 | 1743 | 3164 | 1421 | 1743 |
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 | -28795 | 317984 | -581722 | -611973 | -333288 | -581722 |
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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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