Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532904.4413 | 581164.2116 | -48259.7704 | 43639.5574 | 330100.8069 | -286461.2495 |
Total P&L (%) | 532.9044 | 581.1642 | -48.2598 | 43.6396 | 330.1008 | -286.4613 |
Avg Daily Profit (%) | 0.2898 | 0.316 | -0.0262 | 0.0197 | 0.0794 | 0 |
Buy And Hold Return (%) | 131.2828 | 131.2828 | 131.2828 | 131.2828 | 131.2828 | 131.2828 |
Max Trade Drawdown | -117974 | -46842 | -99690 | -540152 | -235726 | -431281 |
Profit Factor | 1.8277 | 3.2193 | 0.8737 | 1.0232 | 1.4286 | 0.7427 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 37.0787 | 40 | 34.0909 | 37.0787 | 40 | 34.0909 |
Ratio Avg Win / Avg Loss | 3.1016 | 4.829 | 1.6891 | 1.7363 | 2.1429 | 1.436 |
Largest Winning Trade | 537090 | 537090 | 53567 | 220203 | 220203 | 152876 |
Largest Losing Trade | -32037 | -23455 | -32037 | -117683 | -87219 | -117683 |
Avg Bars in Trades | 119 | 111 | 126 | 119 | 111 | 126 |
Avg Bars in Winners | 222 | 192 | 258 | 222 | 192 | 258 |
Avg Bars in Losers | 58 | 58 | 58 | 58 | 58 | 58 |
Bars Traded | 10614 | 5032 | 5582 | 10614 | 5032 | 5582 |
Profit Streak | 0 | 0 | 52.1812 | 0 | 0 | 52.1812 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 191370 | 342610 | -583565 | -531045 | -92377 | -584676 |
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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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