Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537588.6028 | 589645.7828 | -52057.18 | -45596.339 | 210993.1735 | -256589.5125 |
Total P&L (%) | 537.5886 | 589.6458 | -52.0572 | -45.5963 | 210.9932 | -256.5895 |
Avg Daily Profit (%) | 0.2896 | 0.3177 | -0.028 | -0.0328 | 0.0612 | 0 |
Buy And Hold Return (%) | 196.187 | 196.187 | 196.187 | 196.187 | 196.187 | 196.187 |
Max Trade Drawdown | -205708 | -119186 | -163137 | -1405466 | -635804 | -775800 |
Profit Factor | 1.6435 | 2.9295 | 0.9017 | 0.9824 | 1.2035 | 0.835 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 41.8919 | 43.2432 | 40.5405 | 41.8919 | 43.2432 | 40.5405 |
Ratio Avg Win / Avg Loss | 2.2798 | 3.845 | 1.3225 | 1.3627 | 1.5796 | 1.2246 |
Largest Winning Trade | 188703 | 188703 | 67138 | 401068 | 314164 | 401068 |
Largest Losing Trade | -78015 | -42261 | -78015 | -265026 | -265026 | -241064 |
Avg Bars in Trades | 145 | 143 | 147 | 145 | 143 | 147 |
Avg Bars in Winners | 212 | 199 | 226 | 212 | 199 | 226 |
Avg Bars in Losers | 96 | 99 | 93 | 96 | 99 | 93 |
Bars Traded | 10751 | 5291 | 5460 | 10751 | 5291 | 5460 |
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 | -63356 | 320738 | -582784 | -651042 | -255588 | -582784 |
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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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