Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524975.2964 | 540379.5406 | -15404.2442 | 61831.4732 | 282964.6093 | -221133.1361 |
Total P&L (%) | 524.9753 | 540.3795 | -15.4042 | 61.8315 | 282.9646 | -221.1331 |
Avg Daily Profit (%) | 0.2841 | 0.2924 | -0.0083 | 0.0261 | 0.0727 | 0 |
Buy And Hold Return (%) | 85.4951 | 85.4951 | 85.4951 | 85.4951 | 85.4951 | 85.4951 |
Max Trade Drawdown | -153193 | -84453 | -135521 | -429673 | -254226 | -245450 |
Profit Factor | 1.7283 | 2.5744 | 0.9592 | 1.0461 | 1.4377 | 0.6819 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 38.2716 | 39.0244 | 37.5 | 38.2716 | 39.0244 | 37.5 |
Ratio Avg Win / Avg Loss | 2.7876 | 4.0225 | 1.5987 | 1.6872 | 2.2464 | 1.1364 |
Largest Winning Trade | 345894 | 345894 | 62843 | 376598 | 376598 | 93139 |
Largest Losing Trade | -57368 | -26638 | -57368 | -146512 | -93672 | -146512 |
Avg Bars in Trades | 43 | 42 | 43 | 43 | 42 | 43 |
Avg Bars in Winners | 69 | 64 | 75 | 69 | 64 | 75 |
Avg Bars in Losers | 26 | 28 | 24 | 26 | 28 | 24 |
Bars Traded | 3493 | 1757 | 1736 | 3493 | 1757 | 1736 |
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 | -9379 | 325826 | -582833 | -513403 | -100922 | -583944 |
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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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