Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340338.0503 | 444427.033 | -104088.9826 | -91957.9517 | 99745.625 | -191703.5767 |
Total P&L (%) | 340.3381 | 444.427 | -104.089 | -91.958 | 99.7456 | -191.7036 |
Avg Daily Profit (%) | 0.1831 | 0.2391 | -0.056 | -0.1355 | 0.0372 | 0 |
Buy And Hold Return (%) | 34.4951 | 34.4951 | 34.4951 | 34.4951 | 34.4951 | 34.4951 |
Max Trade Drawdown | -187604 | -82815 | -219947 | -172879 | -38934 | -200983 |
Profit Factor | 1.3978 | 2.2203 | 0.7881 | 0.7126 | 2.6343 | 0.2597 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 47.561 | 41.4634 | 53.6585 | 47.561 | 41.4634 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.5412 | 3.1345 | 0.6806 | 0.7857 | 3.719 | 0.2243 |
Largest Winning Trade | 225265 | 225265 | 77581 | 66423 | 66423 | 29943 |
Largest Losing Trade | -75460 | -42192 | -75460 | -115832 | -17933 | -115832 |
Avg Bars in Trades | 42 | 45 | 39 | 42 | 45 | 39 |
Avg Bars in Winners | 57 | 66 | 49 | 57 | 66 | 49 |
Avg Bars in Losers | 29 | 31 | 27 | 29 | 31 | 27 |
Bars Traded | 3497 | 1879 | 1618 | 3497 | 1879 | 1618 |
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 | -456 | 320266 | -580268 | -590504 | -144641 | -580268 |
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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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