Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389668.1648 | 453117.5521 | -63449.3873 | -78017.9432 | 102771.7347 | -180789.6779 |
Total P&L (%) | 389.6682 | 453.1176 | -63.4494 | -78.0179 | 102.7717 | -180.7897 |
Avg Daily Profit (%) | 0.2117 | 0.2462 | -0.0345 | -0.0823 | 0.0384 | 0 |
Buy And Hold Return (%) | 113.2299 | 113.2299 | 113.2299 | 113.2299 | 113.2299 | 113.2299 |
Max Trade Drawdown | -126541 | -91453 | -114096 | -143801 | -77199 | -114410 |
Profit Factor | 1.6488 | 2.9163 | 0.8258 | 0.8338 | 1.6277 | 0.4083 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 54.4118 | 52.9412 | 55.8824 | 54.4118 | 52.9412 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.3814 | 2.5922 | 0.6519 | 0.6985 | 1.4468 | 0.3223 |
Largest Winning Trade | 369941 | 369941 | 62173 | 118641 | 118641 | 20284 |
Largest Losing Trade | -89151 | -34777 | -89151 | -74058 | -28986 | -74058 |
Avg Bars in Trades | 75 | 81 | 70 | 75 | 81 | 70 |
Avg Bars in Winners | 92 | 94 | 90 | 92 | 94 | 90 |
Avg Bars in Losers | 55 | 66 | 44 | 55 | 66 | 44 |
Bars Traded | 5147 | 2765 | 2382 | 5147 | 2765 | 2382 |
Profit Streak | 0 | 0 | 65.6191 | 0 | 0 | 65.6191 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105913 | 422204 | -579473 | -693705 | -305022 | -579473 |
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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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