Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700644.3522 | 728887.6358 | -28243.2836 | 83733.0605 | 366618.3092 | -282885.2487 |
Total P&L (%) | 700.6444 | 728.8876 | -28.2433 | 83.7331 | 366.6183 | -282.8852 |
Avg Daily Profit (%) | 0.3801 | 0.3954 | -0.0153 | 0.033 | 0.0836 | 0 |
Buy And Hold Return (%) | 248.9362 | 248.9362 | 248.9362 | 248.9362 | 248.9362 | 248.9362 |
Max Trade Drawdown | -161590 | -128109 | -60338 | -660663 | -369100 | -321321 |
Profit Factor | 2.3461 | 3.3068 | 0.8619 | 1.0571 | 1.4277 | 0.5359 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 43.0556 | 38.8889 | 47.2222 | 43.0556 | 38.8889 | 47.2222 |
Ratio Avg Win / Avg Loss | 3.1029 | 5.1963 | 0.9633 | 1.3981 | 2.2435 | 0.599 |
Largest Winning Trade | 682477 | 682477 | 41481 | 652623 | 652623 | 68688 |
Largest Losing Trade | -38889 | -38889 | -29519 | -220881 | -183168 | -220881 |
Avg Bars in Trades | 74 | 116 | 32 | 74 | 116 | 32 |
Avg Bars in Winners | 110 | 195 | 40 | 110 | 195 | 40 |
Avg Bars in Losers | 47 | 66 | 24 | 47 | 66 | 24 |
Bars Traded | 5372 | 4204 | 1168 | 5372 | 4204 | 1168 |
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 | -75708 | 307145 | -581860 | -558784 | -102393 | -581860 |
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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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