Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420778.3134 | 461656.2979 | -40877.9845 | -55267.0528 | 45577.7361 | -100844.7888 |
Total P&L (%) | 420.7783 | 461.6563 | -40.878 | -55.2671 | 45.5777 | -100.8448 |
Avg Daily Profit (%) | 0.2249 | 0.2467 | -0.0218 | -0.043 | 0.0201 | 0 |
Buy And Hold Return (%) | 28.0079 | 28.0079 | 28.0079 | 28.0079 | 28.0079 | 28.0079 |
Max Trade Drawdown | -106448 | -57998 | -115522 | -57593 | -47786 | -31039 |
Profit Factor | 1.6327 | 2.8491 | 0.9016 | 0.8054 | 1.4556 | 0.4519 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 41.4634 | 39.0244 | 43.9024 | 41.4634 | 39.0244 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.3049 | 4.4517 | 1.152 | 1.1371 | 2.2743 | 0.5775 |
Largest Winning Trade | 255612 | 255612 | 68082 | 71511 | 71511 | 19765 |
Largest Losing Trade | -87526 | -38202 | -87526 | -87526 | -22242 | -87526 |
Avg Bars in Trades | 43 | 42 | 45 | 43 | 42 | 45 |
Avg Bars in Winners | 63 | 59 | 66 | 63 | 59 | 66 |
Avg Bars in Losers | 29 | 31 | 28 | 29 | 31 | 28 |
Bars Traded | 3577 | 1724 | 1853 | 3577 | 1724 | 1853 |
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 | -1172 | 332166 | -581446 | -591208 | -177501 | -583113 |
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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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