Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521752.8035 | 534396.7501 | -12643.9466 | -19293.3011 | 56842.2909 | -76135.5921 |
Total P&L (%) | 521.7528 | 534.3968 | -12.6439 | -19.2933 | 56.8423 | -76.1356 |
Avg Daily Profit (%) | 0.286 | 0.2929 | -0.0069 | -0.0117 | 0.0247 | -0.0785 |
Buy And Hold Return (%) | 155.4225 | 155.4225 | 155.4225 | 155.4225 | 155.4225 | 155.4225 |
Max Trade Drawdown | -108949 | -85044 | -85392 | -302534 | -197717 | -245407 |
Profit Factor | 2.0611 | 2.8831 | 0.9392 | 0.9802 | 1.1026 | 0.818 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45.9016 | 43.3333 | 48.3871 | 45.9016 | 43.3333 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.4292 | 3.7702 | 1.0018 | 1.1552 | 1.4419 | 0.8725 |
Largest Winning Trade | 482825 | 482825 | 68112 | 266056 | 266056 | 125172 |
Largest Losing Trade | -43598 | -43598 | -38943 | -114844 | -114844 | -78222 |
Avg Bars in Trades | 51 | 45 | 58 | 51 | 45 | 58 |
Avg Bars in Winners | 79 | 63 | 92 | 79 | 63 | 92 |
Avg Bars in Losers | 28 | 31 | 26 | 28 | 31 | 26 |
Bars Traded | 3165 | 1350 | 1815 | 3165 | 1350 | 1815 |
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 | -157696 | 323087 | -579778 | -746704 | -435972 | -581445 |
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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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