Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555472.3707 | 593904.04 | -38431.6693 | -60977.5871 | 182148.6586 | -243126.2457 |
Total P&L (%) | 555.4724 | 593.904 | -38.4317 | -60.9776 | 182.1487 | -243.1262 |
Avg Daily Profit (%) | 0.3043 | 0.3253 | -0.0211 | -0.0515 | 0.0568 | 0 |
Buy And Hold Return (%) | 181.3493 | 181.3493 | 181.3493 | 181.3493 | 181.3493 | 181.3493 |
Max Trade Drawdown | -158937 | -108953 | -100154 | -272511 | -129253 | -222142 |
Profit Factor | 1.7579 | 2.8876 | 0.9081 | 0.9063 | 1.7298 | 0.3943 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 48.2353 | 38.0952 | 58.1395 | 48.2353 | 38.0952 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.8865 | 4.6923 | 0.6538 | 0.9727 | 2.8109 | 0.2839 |
Largest Winning Trade | 452004 | 452004 | 49617 | 245145 | 245145 | 20757 |
Largest Losing Trade | -61011 | -48801 | -61011 | -137578 | -61136 | -137578 |
Avg Bars in Trades | 39 | 42 | 36 | 39 | 42 | 36 |
Avg Bars in Winners | 41 | 45 | 39 | 41 | 45 | 39 |
Avg Bars in Losers | 37 | 40 | 33 | 37 | 40 | 33 |
Bars Traded | 3366 | 1785 | 1581 | 3366 | 1785 | 1581 |
Profit Streak | 0 | 24.6937 | 0 | 0 | 24.6937 | 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 | 314921 | 277656 | -579672 | -581237 | -282194 | -579672 |
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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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