Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402541.4998 | 419997.1801 | -17455.6804 | -40611.2847 | 230381.9018 | -270993.1866 |
Total P&L (%) | 402.5415 | 419.9972 | -17.4557 | -40.6113 | 230.3819 | -270.9932 |
Avg Daily Profit (%) | 0.2101 | 0.2192 | -0.0091 | -0.0272 | 0.0624 | 0 |
Buy And Hold Return (%) | 10.2785 | 10.2785 | 10.2785 | 10.2785 | 10.2785 | 10.2785 |
Max Trade Drawdown | -222216 | -86443 | -159003 | -1921960 | -1088604 | -1551387 |
Profit Factor | 1.5358 | 2.3165 | 0.9596 | 0.9935 | 1.0815 | 0.9213 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 44.5378 | 35.5932 | 53.3333 | 44.5378 | 35.5932 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.9126 | 4.1917 | 0.8397 | 1.2372 | 1.957 | 0.8061 |
Largest Winning Trade | 361963 | 361963 | 52619 | 696360 | 696360 | 498601 |
Largest Losing Trade | -73128 | -22330 | -73128 | -743470 | -399092 | -743470 |
Avg Bars in Trades | 46 | 40 | 52 | 46 | 40 | 52 |
Avg Bars in Winners | 68 | 63 | 71 | 68 | 63 | 71 |
Avg Bars in Losers | 29 | 28 | 31 | 29 | 28 | 31 |
Bars Traded | 5591 | 2417 | 3174 | 5591 | 2417 | 3174 |
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 | 307258 | -170364 | -749526 | -580919 | -421945 | -749526 |
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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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