Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522795.17 | 556325.7711 | -33530.6012 | 24833.9825 | 131632.1451 | -106798.1626 |
Total P&L (%) | 522.7952 | 556.3258 | -33.5306 | 24.834 | 131.6321 | -106.7982 |
Avg Daily Profit (%) | 0.2845 | 0.3027 | -0.0182 | 0.0121 | 0.0457 | 0 |
Buy And Hold Return (%) | 136.5761 | 136.5761 | 136.5761 | 136.5761 | 136.5761 | 136.5761 |
Max Trade Drawdown | -125732 | -99929 | -83927 | -160666 | -121495 | -83864 |
Profit Factor | 1.8846 | 3.0991 | 0.8971 | 1.0464 | 1.5741 | 0.6515 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 42.3729 | 40 | 44.8276 | 42.3729 | 40 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.5631 | 4.6486 | 1.1042 | 1.423 | 2.3612 | 0.8018 |
Largest Winning Trade | 452294 | 452294 | 59552 | 147473 | 147473 | 61738 |
Largest Losing Trade | -58803 | -40070 | -58803 | -63595 | -46675 | -63595 |
Avg Bars in Trades | 88 | 91 | 86 | 88 | 91 | 86 |
Avg Bars in Winners | 139 | 140 | 138 | 139 | 140 | 138 |
Avg Bars in Losers | 51 | 59 | 43 | 51 | 59 | 43 |
Bars Traded | 5250 | 2754 | 2496 | 5250 | 2754 | 2496 |
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 | -172503 | 314772 | -581177 | -694487 | -298691 | -582844 |
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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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