Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386416.0654 | 429421.4525 | -43005.3871 | 23696.8595 | 147174.7511 | -123477.8916 |
Total P&L (%) | 386.4161 | 429.4215 | -43.0054 | 23.6969 | 147.1748 | -123.4779 |
Avg Daily Profit (%) | 0.2105 | 0.234 | -0.0234 | 0.0116 | 0.0493 | 0 |
Buy And Hold Return (%) | 89.544 | 89.544 | 89.544 | 89.544 | 89.544 | 89.544 |
Max Trade Drawdown | -144401 | -66131 | -102693 | -354855 | -178490 | -254609 |
Profit Factor | 1.8852 | 3.5475 | 0.8395 | 1.0264 | 1.4054 | 0.7686 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 38.8889 | 38.8889 | 38.8889 | 38.8889 | 38.8889 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.9625 | 5.5747 | 1.3192 | 1.613 | 2.2084 | 1.2078 |
Largest Winning Trade | 443283 | 443283 | 53655 | 262205 | 262205 | 117277 |
Largest Losing Trade | -38028 | -20962 | -38028 | -88022 | -59822 | -88022 |
Avg Bars in Trades | 73 | 65 | 81 | 73 | 65 | 81 |
Avg Bars in Winners | 125 | 106 | 145 | 125 | 106 | 145 |
Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
Bars Traded | 5257 | 2340 | 2917 | 5257 | 2340 | 2917 |
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 | -78750 | 316914 | -583434 | -621576 | -138798 | -583434 |
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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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