Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620163.9433 | 682301.2913 | -62137.348 | -38841.276 | 427431.8872 | -466273.1633 |
Total P&L (%) | 620.1639 | 682.3013 | -62.1373 | -38.8413 | 427.4319 | -466.2732 |
Avg Daily Profit (%) | 0.3306 | 0.3637 | -0.0331 | -0.0262 | 0.0887 | 0 |
Buy And Hold Return (%) | 59.5132 | 59.5132 | 59.5132 | 59.5132 | 59.5132 | 59.5132 |
Max Trade Drawdown | -511526 | -265356 | -275335 | -821983 | -331819 | -491041 |
Profit Factor | 1.7256 | 2.5768 | 0.8527 | 0.9589 | 2.1665 | 0.1932 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 40.7895 | 36.8421 | 44.7368 | 40.7895 | 36.8421 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.5049 | 4.4173 | 1.0534 | 1.3919 | 3.714 | 0.2386 |
Largest Winning Trade | 386026 | 386026 | 46782 | 607684 | 607684 | 58714 |
Largest Losing Trade | -50140 | -47584 | -50140 | -282770 | -174130 | -282770 |
Avg Bars in Trades | 71 | 72 | 70 | 71 | 72 | 70 |
Avg Bars in Winners | 119 | 123 | 116 | 119 | 123 | 116 |
Avg Bars in Losers | 37 | 42 | 33 | 37 | 42 | 33 |
Bars Traded | 5410 | 2739 | 2671 | 5410 | 2739 | 2671 |
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 | -44935 | 332863 | -581145 | -636470 | -75552 | -582811 |
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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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