Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381742.9196 | 752276.078 | -370533.1584 | -93783.3734 | -34602.1048 | -59181.2686 |
Total P&L (%) | 381.7429 | 752.2761 | -370.5332 | -93.7834 | -34.6021 | -59.1813 |
Avg Daily Profit (%) | 0.2131 | 0.42 | -0.2069 | -0.155 | -0.0237 | -0.05 |
Buy And Hold Return (%) | 286.55 | 286.55 | 286.55 | 286.55 | 286.55 | 286.55 |
Max Trade Drawdown | -348887 | -190672 | -453838 | -209372 | -110955 | -190229 |
Profit Factor | 1.3585 | 2.6931 | 0.4029 | 0.7533 | 0.7617 | 0.7481 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 35 | 17 | 18 | 39 | 19 | 20 |
Losing Trades | 44 | 23 | 21 | 40 | 21 | 19 |
Profitability (%) | 44.3038 | 42.5 | 46.1538 | 49.3671 | 47.5 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.7078 | 3.6436 | 0.4701 | 0.7726 | 0.8419 | 0.7107 |
Largest Winning Trade | 811918 | 811918 | 31453 | 113330 | 55809 | 113330 |
Largest Losing Trade | -172876 | -68179 | -172876 | -118109 | -58366 | -118109 |
Avg Bars in Trades | 65 | 85 | 43 | 65 | 85 | 43 |
Avg Bars in Winners | 69 | 89 | 50 | 64 | 71 | 58 |
Avg Bars in Losers | 61 | 82 | 37 | 65 | 98 | 28 |
Bars Traded | 5135 | 3428 | 1707 | 5135 | 3428 | 1707 |
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 | -86632 | 314043 | -582253 | -612301 | -581722 | -580591 |
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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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