Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292870.5691 | 283218.2883 | 9652.2808 | -60706.1399 | 204956.5688 | -265662.7087 |
Total P&L (%) | 292.8706 | 283.2183 | 9.6523 | -60.7061 | 204.9566 | -265.6627 |
Avg Daily Profit (%) | 0.158 | 0.1528 | 0.0052 | -0.0504 | 0.0602 | 0 |
Buy And Hold Return (%) | 77.6093 | 77.6093 | 77.6093 | 77.6093 | 77.6093 | 77.6093 |
Max Trade Drawdown | -117392 | -81664 | -104715 | -360650 | -185397 | -330012 |
Profit Factor | 1.5081 | 2.2122 | 1.0282 | 0.9384 | 1.6873 | 0.6139 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 49.2537 | 50 | 48.4848 | 49.2537 | 50 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.5538 | 2.2122 | 1.0924 | 0.9669 | 1.6873 | 0.6522 |
Largest Winning Trade | 174142 | 174142 | 65574 | 174142 | 174142 | 133040 |
Largest Losing Trade | -78473 | -40302 | -78473 | -308421 | -64389 | -308421 |
Avg Bars in Trades | 76 | 51 | 101 | 76 | 51 | 101 |
Avg Bars in Winners | 86 | 41 | 134 | 86 | 41 | 134 |
Avg Bars in Losers | 65 | 60 | 70 | 65 | 60 | 70 |
Bars Traded | 5095 | 1743 | 3352 | 5095 | 1743 | 3352 |
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 | -113984 | 319545 | -541804 | -702068 | -112817 | -581392 |
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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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