Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598249.4099 | 650409.7721 | -52160.3622 | 44865.3033 | 81835.923 | -36970.6198 |
Total P&L (%) | 598.2494 | 650.4098 | -52.1604 | 44.8653 | 81.8359 | -36.9706 |
Avg Daily Profit (%) | 0.3166 | 0.3442 | -0.0276 | 0.0196 | 0.0316 | -0.0244 |
Buy And Hold Return (%) | 364.3112 | 364.3112 | 364.3112 | 364.3112 | 364.3112 | 364.3112 |
Max Trade Drawdown | -132818 | -87795 | -115039 | -446376 | -341695 | -204478 |
Profit Factor | 2.2781 | 4.7124 | 0.8219 | 1.0385 | 1.1479 | 0.9395 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 51.5625 | 50 | 53.125 | 51.5625 | 50 | 53.125 |
Ratio Avg Win / Avg Loss | 2.14 | 4.7124 | 0.7252 | 0.9756 | 1.1479 | 0.829 |
Largest Winning Trade | 531305 | 531305 | 67991 | 229188 | 209489 | 229188 |
Largest Losing Trade | -63939 | -29358 | -63939 | -141520 | -140764 | -141520 |
Avg Bars in Trades | 83 | 73 | 94 | 83 | 73 | 94 |
Avg Bars in Winners | 109 | 78 | 138 | 109 | 78 | 138 |
Avg Bars in Losers | 56 | 67 | 44 | 56 | 67 | 44 |
Bars Traded | 5356 | 2340 | 3016 | 5356 | 2340 | 3016 |
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 | -139200 | 306062 | -580405 | -655554 | -374251 | -580405 |
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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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