Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302103.9306 | 309945.9057 | -7841.9751 | -20399.1547 | 10903.8761 | -31303.0309 |
Total P&L (%) | 302.1039 | 309.9459 | -7.842 | -20.3992 | 10.9039 | -31.303 |
Avg Daily Profit (%) | 0.2798 | 0.2871 | -0.0073 | -0.0211 | 0.0096 | -0.0348 |
Buy And Hold Return (%) | 14.9587 | 14.9587 | 14.9587 | 14.9587 | 14.9587 | 14.9587 |
Max Trade Drawdown | -144308 | -88318 | -78282 | -628007 | -425727 | -254671 |
Profit Factor | 1.7679 | 2.4026 | 0.9545 | 0.9823 | 1.0159 | 0.9334 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 44.6154 | 39.3939 | 50 | 44.6154 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 2.1946 | 3.6963 | 0.9545 | 1.2195 | 1.5629 | 0.9334 |
Largest Winning Trade | 405738 | 405738 | 38150 | 397223 | 397223 | 188892 |
Largest Losing Trade | -41492 | -40914 | -41492 | -262186 | -262186 | -162247 |
Avg Bars in Trades | 47 | 54 | 41 | 47 | 54 | 41 |
Avg Bars in Winners | 50 | 53 | 47 | 50 | 53 | 47 |
Avg Bars in Losers | 46 | 54 | 36 | 46 | 54 | 36 |
Bars Traded | 3119 | 1786 | 1333 | 3119 | 1786 | 1333 |
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 | -126716 | 316551 | -580810 | -717482 | -551873 | -580810 |
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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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