Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523550.09 | 569975.7963 | -46425.7063 | -96005.5769 | 540763.6461 | -636769.223 |
Total P&L (%) | 523.5501 | 569.9758 | -46.4257 | -96.0056 | 540.7636 | -636.7692 |
Avg Daily Profit (%) | 0.2873 | 0.3128 | -0.0255 | -0.1766 | 0.102 | 0 |
Buy And Hold Return (%) | 218.4262 | 218.4262 | 218.4262 | 218.4262 | 218.4262 | 218.4262 |
Max Trade Drawdown | -171124 | -81817 | -102505 | -774253 | -180447 | -613022 |
Profit Factor | 1.7964 | 2.8749 | 0.8686 | 0.9135 | 2.4753 | 0.1427 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 49.2308 | 51.5152 | 46.875 | 49.2308 | 51.5152 | 46.875 |
Ratio Avg Win / Avg Loss | 1.8526 | 2.7057 | 0.9844 | 0.942 | 2.3297 | 0.1617 |
Largest Winning Trade | 280811 | 280811 | 73554 | 317220 | 317220 | 44022 |
Largest Losing Trade | -99105 | -52034 | -99105 | -568732 | -177916 | -568732 |
Avg Bars in Trades | 51 | 57 | 45 | 51 | 57 | 45 |
Avg Bars in Winners | 64 | 65 | 62 | 64 | 65 | 62 |
Avg Bars in Losers | 40 | 49 | 31 | 40 | 49 | 31 |
Bars Traded | 3378 | 1912 | 1466 | 3378 | 1912 | 1466 |
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 | -128349 | 403344 | -582025 | -717076 | -55217 | -582025 |
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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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