Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277069.1118 | 450870.2805 | -173801.1686 | -96687.4372 | 762618.6064 | -859306.0436 |
Total P&L (%) | 277.0691 | 450.8703 | -173.8012 | -96.6874 | 762.6186 | -859.306 |
Avg Daily Profit (%) | 0.1442 | 0.2347 | -0.0905 | -0.1772 | 0.1122 | 0 |
Buy And Hold Return (%) | 61.4849 | 61.4849 | 61.4849 | 61.4849 | 61.4849 | 61.4849 |
Max Trade Drawdown | -356979 | -228240 | -174900 | -1431701 | -591407 | -855204 |
Profit Factor | 1.3161 | 2.0639 | 0.6162 | 0.955 | 1.8292 | 0.3002 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 42.8571 | 42.8571 | 42.8571 | 42.8571 | 42.8571 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.7548 | 2.7519 | 0.8216 | 1.2733 | 2.4389 | 0.4003 |
Largest Winning Trade | 464400 | 464400 | 42389 | 919906 | 919906 | 161661 |
Largest Losing Trade | -62791 | -49419 | -62791 | -588287 | -588287 | -462836 |
Avg Bars in Trades | 36 | 42 | 30 | 36 | 42 | 30 |
Avg Bars in Winners | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Losers | 39 | 49 | 28 | 39 | 49 | 28 |
Bars Traded | 3583 | 2069 | 1514 | 3583 | 2069 | 1514 |
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 | -3492 | 329752 | -583459 | -581628 | -41955 | -583459 |
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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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