Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478299.6547 | 454304.7107 | 23994.944 | 442618.8233 | 478221.0379 | -35602.2146 |
Total P&L (%) | 478.2997 | 454.3047 | 23.9949 | 442.6188 | 478.221 | -35.6022 |
Avg Daily Profit (%) | 0.2608 | 0.2477 | 0.0131 | 0.0923 | 0.0957 | -0.024 |
Buy And Hold Return (%) | 151.4665 | 151.4665 | 151.4665 | 151.4665 | 151.4665 | 151.4665 |
Max Trade Drawdown | -143572 | -86938 | -116444 | -457385 | -309986 | -341004 |
Profit Factor | 2.2639 | 3.7476 | 1.1126 | 1.3755 | 1.9017 | 0.9451 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 44.8276 | 41.3793 | 48.2759 | 44.8276 | 41.3793 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.7864 | 5.309 | 1.1921 | 1.6929 | 2.6941 | 1.0126 |
Largest Winning Trade | 325226 | 325226 | 51743 | 419659 | 419659 | 171067 |
Largest Losing Trade | -28514 | -20704 | -28514 | -135387 | -89989 | -135387 |
Avg Bars in Trades | 59 | 54 | 64 | 59 | 54 | 64 |
Avg Bars in Winners | 88 | 91 | 84 | 88 | 91 | 84 |
Avg Bars in Losers | 37 | 28 | 46 | 37 | 28 | 46 |
Bars Traded | 3473 | 1592 | 1881 | 3473 | 1592 | 1881 |
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 | -172031 | 301899 | -438515 | -252830 | -67938 | -579836 |
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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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