Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532579.4568 | 554505.5306 | -21926.0738 | -24540.0272 | 336682.1907 | -361222.2178 |
Total P&L (%) | 532.5795 | 554.5055 | -21.9261 | -24.54 | 336.6822 | -361.2222 |
Avg Daily Profit (%) | 0.2916 | 0.3036 | -0.012 | -0.0154 | 0.0807 | 0 |
Buy And Hold Return (%) | 158.1443 | 158.1443 | 158.1443 | 158.1443 | 158.1443 | 158.1443 |
Max Trade Drawdown | -212183 | -109786 | -114069 | -554063 | -283663 | -406706 |
Profit Factor | 1.7054 | 2.5217 | 0.9439 | 0.983 | 1.5183 | 0.5463 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 49.5413 | 42.5926 | 56.3636 | 49.5413 | 42.5926 | 56.3636 |
Ratio Avg Win / Avg Loss | 1.737 | 3.3988 | 0.7307 | 1.0012 | 2.0464 | 0.4229 |
Largest Winning Trade | 343752 | 343752 | 70073 | 400013 | 400013 | 74380 |
Largest Losing Trade | -63735 | -40848 | -63735 | -191357 | -101714 | -191357 |
Avg Bars in Trades | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Winners | 34 | 43 | 28 | 34 | 43 | 28 |
Avg Bars in Losers | 25 | 22 | 30 | 25 | 22 | 30 |
Bars Traded | 3308 | 1685 | 1623 | 3308 | 1685 | 1623 |
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 | 337655 | -171867 | -759730 | -578999 | -271595 | -759730 |
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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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