Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382156.4826 | 483299.4126 | -101142.9301 | -63569.9561 | 274992.8268 | -338562.7829 |
Total P&L (%) | 382.1565 | 483.2994 | -101.1429 | -63.57 | 274.9928 | -338.5628 |
Avg Daily Profit (%) | 0.2089 | 0.2642 | -0.0553 | -0.0552 | 0.0723 | 0 |
Buy And Hold Return (%) | 167.8967 | 167.8967 | 167.8967 | 167.8967 | 167.8967 | 167.8967 |
Max Trade Drawdown | -175275 | -74380 | -168308 | -401529 | -197106 | -398431 |
Profit Factor | 1.5608 | 2.7571 | 0.7511 | 0.9309 | 1.7097 | 0.3646 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 48 | 48.6486 | 47.3684 | 48 | 48.6486 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.6909 | 2.9103 | 0.8346 | 1.0085 | 1.8047 | 0.4051 |
Largest Winning Trade | 261350 | 261350 | 77675 | 273241 | 273241 | 45960 |
Largest Losing Trade | -64317 | -50604 | -64317 | -184654 | -112033 | -184654 |
Avg Bars in Trades | 45 | 35 | 53 | 45 | 35 | 53 |
Avg Bars in Winners | 55 | 36 | 74 | 55 | 36 | 74 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 3377 | 1329 | 2048 | 3377 | 1329 | 2048 |
Profit Streak | 0 | 102.5246 | 0 | 0 | 102.5246 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56617 | 397723 | -581788 | -641166 | -101644 | -581788 |
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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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