Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582252.8223 | 651770.3666 | -69517.5443 | 8267.6523 | 109158.6476 | -100890.9953 |
Total P&L (%) | 582.2528 | 651.7704 | -69.5175 | 8.2677 | 109.1586 | -100.891 |
Avg Daily Profit (%) | 0.3166 | 0.3544 | -0.0378 | 0.0043 | 0.0401 | 0 |
Buy And Hold Return (%) | 94.9059 | 94.9059 | 94.9059 | 94.9059 | 94.9059 | 94.9059 |
Max Trade Drawdown | -123235 | -111347 | -98701 | -177749 | -123116 | -102838 |
Profit Factor | 1.8598 | 3.1286 | 0.8126 | 1.0112 | 1.3193 | 0.7452 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 31.25 | 32.5 | 30 | 31.25 | 32.5 | 30 |
Ratio Avg Win / Avg Loss | 4.0916 | 6.4979 | 1.8961 | 2.2247 | 2.7401 | 1.7388 |
Largest Winning Trade | 610560 | 610560 | 49054 | 182391 | 182391 | 83688 |
Largest Losing Trade | -28590 | -28590 | -25475 | -56916 | -56916 | -54076 |
Avg Bars in Trades | 66 | 66 | 67 | 66 | 66 | 67 |
Avg Bars in Winners | 144 | 133 | 157 | 144 | 133 | 157 |
Avg Bars in Losers | 31 | 34 | 28 | 31 | 34 | 28 |
Bars Traded | 5348 | 2656 | 2692 | 5348 | 2656 | 2692 |
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 | -19082 | 304903 | -585749 | -590984 | -263823 | -585749 |
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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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