Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161568.3612 | 218812.2831 | -57243.9219 | -31111.8212 | 89883.1304 | -120994.9516 |
Total P&L (%) | 161.5684 | 218.8123 | -57.2439 | -31.1118 | 89.8831 | -120.995 |
Avg Daily Profit (%) | 0.1144 | 0.1549 | -0.0405 | -0.0264 | 0.0454 | 0 |
Buy And Hold Return (%) | 21.4158 | 21.4158 | 21.4158 | 21.4158 | 21.4158 | 21.4158 |
Max Trade Drawdown | -148183 | -79200 | -153754 | -262002 | -157312 | -251355 |
Profit Factor | 1.3684 | 2.0756 | 0.7566 | 0.9594 | 1.2453 | 0.6977 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 1.7894 | 2.7142 | 0.9894 | 1.2546 | 1.6285 | 0.9124 |
Largest Winning Trade | 157118 | 157118 | 61759 | 186260 | 186260 | 90283 |
Largest Losing Trade | -45358 | -45358 | -28448 | -106887 | -106887 | -83682 |
Avg Bars in Trades | 42 | 36 | 49 | 42 | 36 | 49 |
Avg Bars in Winners | 63 | 59 | 66 | 63 | 59 | 66 |
Avg Bars in Losers | 27 | 17 | 36 | 27 | 17 | 36 |
Bars Traded | 2560 | 1082 | 1478 | 2560 | 1082 | 1478 |
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 | -214772 | 307500 | -583418 | -755203 | -136088 | -583418 |
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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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