Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382707.521 | 463640.7171 | -80933.1961 | 200064.1954 | 2088643.5646 | -1888579.3692 |
Total P&L (%) | 382.7075 | 463.6407 | -80.9332 | 200.0642 | 2088.6436 | -1888.5794 |
Avg Daily Profit (%) | 0.211 | 0.2556 | -0.0446 | 0.0606 | 0.1703 | 0 |
Buy And Hold Return (%) | 635.2239 | 635.2239 | 635.2239 | 635.2239 | 635.2239 | 635.2239 |
Max Trade Drawdown | -139302 | -57452 | -162056 | -2064133 | -387004 | -2376490 |
Profit Factor | 1.7356 | 4.3919 | 0.789 | 1.0381 | 2.7268 | 0.5323 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 39 | 25 | 14 | 39 | 25 | 14 |
Losing Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Profitability (%) | 40.2062 | 51.0204 | 29.1667 | 40.2062 | 51.0204 | 29.1667 |
Ratio Avg Win / Avg Loss | 2.5812 | 4.2163 | 1.9161 | 1.5439 | 2.6177 | 1.2928 |
Largest Winning Trade | 167082 | 167082 | 86991 | 1058070 | 1058070 | 727319 |
Largest Losing Trade | -35684 | -14284 | -35684 | -379798 | -218877 | -379798 |
Avg Bars in Trades | 34 | 8 | 61 | 34 | 8 | 61 |
Avg Bars in Winners | 68 | 12 | 170 | 68 | 12 | 170 |
Avg Bars in Losers | 12 | 5 | 17 | 12 | 5 | 17 |
Bars Traded | 3381 | 421 | 2960 | 3381 | 421 | 2960 |
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 | -158323 | -149826 | -589362 | -458823 | 382951 | -590473 |
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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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