Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664321.2657 | 692664.3956 | -28343.1299 | 119849.0044 | 365193.6437 | -245344.6392 |
Total P&L (%) | 664.3213 | 692.6644 | -28.3431 | 119.849 | 365.1936 | -245.3446 |
Avg Daily Profit (%) | 0.362 | 0.3774 | -0.0154 | 0.0429 | 0.0838 | 0 |
Buy And Hold Return (%) | 75.4922 | 75.4922 | 75.4922 | 75.4922 | 75.4922 | 75.4922 |
Max Trade Drawdown | -111001 | -63722 | -106810 | -882735 | -420655 | -698116 |
Profit Factor | 2.1824 | 4.0008 | 0.9144 | 1.0415 | 1.2969 | 0.8522 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 29.6703 | 30.4348 | 28.8889 | 29.6703 | 30.4348 | 28.8889 |
Ratio Avg Win / Avg Loss | 5.173 | 9.1448 | 2.2508 | 2.4687 | 2.9644 | 2.0976 |
Largest Winning Trade | 673307 | 673307 | 56311 | 515541 | 515541 | 274967 |
Largest Losing Trade | -30169 | -18865 | -30169 | -157833 | -140440 | -157833 |
Avg Bars in Trades | 58 | 56 | 60 | 58 | 56 | 60 |
Avg Bars in Winners | 138 | 126 | 150 | 138 | 126 | 150 |
Avg Bars in Losers | 24 | 25 | 24 | 24 | 25 | 24 |
Bars Traded | 5305 | 2583 | 2722 | 5305 | 2583 | 2722 |
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 | 165104 | 326921 | -590609 | -327982 | -88915 | -590609 |
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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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