Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841529.0956 | 855272.8405 | -13743.7449 | 152298.1245 | 155726.7347 | -3428.6101 |
Total P&L (%) | 841.5291 | 855.2728 | -13.7437 | 152.2981 | 155.7267 | -3.4286 |
Avg Daily Profit (%) | 0.4487 | 0.456 | -0.0073 | 0.0494 | 0.0501 | -0.0019 |
Buy And Hold Return (%) | 293.6862 | 293.6862 | 293.6862 | 293.6862 | 293.6862 | 293.6862 |
Max Trade Drawdown | -142027 | -60678 | -147024 | -411940 | -193605 | -218335 |
Profit Factor | 2.6418 | 5.501 | 0.9574 | 1.1258 | 1.3124 | 0.9952 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 39.4366 | 34.2857 | 44.4444 | 39.4366 | 34.2857 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.0571 | 10.5436 | 1.1967 | 1.7289 | 2.5154 | 1.244 |
Largest Winning Trade | 711556 | 711556 | 60213 | 179526 | 139901 | 179526 |
Largest Losing Trade | -70948 | -22514 | -70948 | -140689 | -88865 | -140689 |
Avg Bars in Trades | 101 | 71 | 130 | 101 | 71 | 130 |
Avg Bars in Winners | 186 | 147 | 215 | 186 | 147 | 215 |
Avg Bars in Losers | 46 | 31 | 63 | 46 | 31 | 63 |
Bars Traded | 7220 | 2505 | 4715 | 7220 | 2505 | 4715 |
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 | -83414 | 326822 | -581273 | -469177 | -296666 | -581273 |
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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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