Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369544.945 | 605878.1351 | -236333.1901 | -98949.1655 | -18880.1391 | -80069.0264 |
Total P&L (%) | 369.5449 | 605.8781 | -236.3332 | -98.9492 | -18.8801 | -80.069 |
Avg Daily Profit (%) | 0.167 | 0.2737 | -0.1068 | -0.2056 | -0.0095 | -0.0728 |
Buy And Hold Return (%) | 190.6229 | 190.6229 | 190.6229 | 190.6229 | 190.6229 | 190.6229 |
Max Trade Drawdown | -380092 | -95079 | -357712 | -148014 | -86723 | -78793 |
Profit Factor | 1.4322 | 2.9272 | 0.5628 | 0.4874 | 0.795 | 0.207 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 48.6486 | 54.0541 | 43.2432 | 48.6486 | 54.0541 | 43.2432 |
Ratio Avg Win / Avg Loss | 1.5118 | 2.4881 | 0.7387 | 0.5145 | 0.6757 | 0.2717 |
Largest Winning Trade | 577885 | 577885 | 46939 | 44875 | 44875 | 12595 |
Largest Losing Trade | -81959 | -58527 | -81959 | -86723 | -86723 | -48912 |
Avg Bars in Trades | 85 | 101 | 68 | 85 | 101 | 68 |
Avg Bars in Winners | 82 | 78 | 87 | 82 | 78 | 87 |
Avg Bars in Losers | 88 | 129 | 54 | 88 | 129 | 54 |
Bars Traded | 6315 | 3770 | 2545 | 6315 | 3770 | 2545 |
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 | -67259 | 426094 | -583400 | -650081 | -580247 | -583400 |
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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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