Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670811.9955 | 697218.3185 | -26406.323 | 80654.7201 | 429882.2684 | -349227.5482 |
Total P&L (%) | 670.812 | 697.2183 | -26.4063 | 80.6547 | 429.8823 | -349.2275 |
Avg Daily Profit (%) | 0.3646 | 0.3789 | -0.0144 | 0.0321 | 0.0907 | 0 |
Buy And Hold Return (%) | 163.9179 | 163.9179 | 163.9179 | 163.9179 | 163.9179 | 163.9179 |
Max Trade Drawdown | -149566 | -148806 | -76878 | -831415 | -668250 | -362508 |
Profit Factor | 2.1909 | 3.4381 | 0.9048 | 1.0442 | 1.4455 | 0.5942 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 44.2105 | 43.75 | 44.6809 | 44.2105 | 43.75 | 44.6809 |
Ratio Avg Win / Avg Loss | 2.7646 | 4.4204 | 1.1202 | 1.3177 | 1.8585 | 0.7357 |
Largest Winning Trade | 702217 | 702217 | 55323 | 825414 | 825414 | 82511 |
Largest Losing Trade | -44740 | -44740 | -29592 | -387481 | -387481 | -78783 |
Avg Bars in Trades | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Winners | 60 | 59 | 62 | 60 | 59 | 62 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 3646 | 1716 | 1930 | 3646 | 1716 | 1930 |
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 | 341083 | 424932 | -581098 | -489646 | -75623 | -582765 |
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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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