Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345761.8038 | 398609.1658 | -52847.362 | -64183.8281 | 138975.7012 | -203159.5292 |
Total P&L (%) | 345.7618 | 398.6092 | -52.8474 | -64.1838 | 138.9757 | -203.1595 |
Avg Daily Profit (%) | 0.1911 | 0.2203 | -0.0292 | -0.0567 | 0.0482 | 0 |
Buy And Hold Return (%) | 40.9063 | 40.9063 | 40.9063 | 40.9063 | 40.9063 | 40.9063 |
Max Trade Drawdown | -221962 | -129431 | -158244 | -406267 | -250606 | -215913 |
Profit Factor | 1.5295 | 2.2958 | 0.847 | 0.9219 | 1.3539 | 0.5262 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 44.6809 | 44.6809 | 44.6809 | 44.6809 | 44.6809 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.8936 | 2.8424 | 1.0487 | 1.1414 | 1.6762 | 0.6515 |
Largest Winning Trade | 362938 | 362938 | 70488 | 339670 | 339670 | 57134 |
Largest Losing Trade | -57653 | -44744 | -57653 | -86428 | -83036 | -86428 |
Avg Bars in Trades | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Winners | 48 | 45 | 52 | 48 | 45 | 52 |
Avg Bars in Losers | 23 | 28 | 19 | 23 | 28 | 19 |
Bars Traded | 3286 | 1688 | 1598 | 3286 | 1688 | 1598 |
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 | 299667 | 366413 | -581098 | -580929 | -131818 | -582765 |
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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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