Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585022.1653 | 597486.5187 | -12464.3534 | 10757.8272 | 75797.9687 | -65040.1414 |
Total P&L (%) | 585.0222 | 597.4865 | -12.4644 | 10.7578 | 75.798 | -65.0401 |
Avg Daily Profit (%) | 0.32 | 0.3269 | -0.0068 | 0.0056 | 0.0309 | -0.0575 |
Buy And Hold Return (%) | 261.7846 | 261.7846 | 261.7846 | 261.7846 | 261.7846 | 261.7846 |
Max Trade Drawdown | -140344 | -52973 | -80427 | -111554 | -78771 | -49482 |
Profit Factor | 2.0485 | 3.3305 | 0.9587 | 1.0285 | 1.4408 | 0.684 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 44.2623 | 43.3333 | 45.1613 | 44.2623 | 43.3333 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.5796 | 4.3552 | 1.1641 | 1.2951 | 1.8842 | 0.8306 |
Largest Winning Trade | 349231 | 349231 | 69035 | 103726 | 103726 | 43686 |
Largest Losing Trade | -62491 | -45358 | -62491 | -46798 | -46798 | -43637 |
Avg Bars in Trades | 54 | 60 | 48 | 54 | 60 | 48 |
Avg Bars in Winners | 69 | 71 | 67 | 69 | 71 | 67 |
Avg Bars in Losers | 42 | 52 | 33 | 42 | 52 | 33 |
Bars Traded | 3316 | 1811 | 1505 | 3316 | 1811 | 1505 |
Profit Streak | 0 | 116.479 | 0 | 0 | 116.479 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160597 | 302652 | -581033 | -708564 | -317448 | -582699 |
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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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