Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306607.7847 | 337051.245 | -30443.4603 | -17377.6313 | 1027388.4709 | -1044766.1022 |
Total P&L (%) | 306.6078 | 337.0512 | -30.4435 | -17.3776 | 1027.3885 | -1044.7661 |
Avg Daily Profit (%) | 0.1695 | 0.1863 | -0.0168 | -0.0106 | 0.134 | 0 |
Buy And Hold Return (%) | 97.6069 | 97.6069 | 97.6069 | 97.6069 | 97.6069 | 97.6069 |
Max Trade Drawdown | -183107 | -84514 | -169330 | -1244142 | -501715 | -1276807 |
Profit Factor | 1.4418 | 2.0541 | 0.9187 | 0.9958 | 1.5805 | 0.5617 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 58.8889 | 57.7778 | 60 | 58.8889 | 57.7778 | 60 |
Ratio Avg Win / Avg Loss | 1.0065 | 1.501 | 0.6124 | 0.6952 | 1.1549 | 0.3744 |
Largest Winning Trade | 137008 | 137008 | 47721 | 690611 | 690611 | 234727 |
Largest Losing Trade | -68205 | -36735 | -68205 | -676879 | -261152 | -676879 |
Avg Bars in Trades | 57 | 42 | 72 | 57 | 42 | 72 |
Avg Bars in Winners | 45 | 17 | 72 | 45 | 17 | 72 |
Avg Bars in Losers | 74 | 78 | 71 | 74 | 78 | 71 |
Bars Traded | 5176 | 1927 | 3249 | 5176 | 1927 | 3249 |
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 | 241829 | 351885 | -579415 | -579385 | -10847 | -579415 |
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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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