Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496804.7982 | 528303.0355 | -31498.2373 | 12018.4014 | 348953.6122 | -336935.2108 |
Total P&L (%) | 496.8048 | 528.303 | -31.4982 | 12.0184 | 348.9536 | -336.9352 |
Avg Daily Profit (%) | 0.2678 | 0.2848 | -0.017 | 0.0061 | 0.081 | 0 |
Buy And Hold Return (%) | 25.2452 | 25.2452 | 25.2452 | 25.2452 | 25.2452 | 25.2452 |
Max Trade Drawdown | -117210 | -69674 | -97425 | -295728 | -126157 | -376236 |
Profit Factor | 1.7832 | 2.924 | 0.9124 | 1.0118 | 1.9412 | 0.4804 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 41.6667 | 36.1111 | 47.2222 | 41.6667 | 36.1111 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.4965 | 5.1732 | 1.0198 | 1.4165 | 3.4343 | 0.537 |
Largest Winning Trade | 337438 | 337438 | 76311 | 264845 | 264845 | 82762 |
Largest Losing Trade | -59552 | -41348 | -59552 | -204462 | -49280 | -204462 |
Avg Bars in Trades | 72 | 85 | 59 | 72 | 85 | 59 |
Avg Bars in Winners | 119 | 159 | 89 | 119 | 159 | 89 |
Avg Bars in Losers | 38 | 43 | 32 | 38 | 43 | 32 |
Bars Traded | 5198 | 3060 | 2138 | 5198 | 3060 | 2138 |
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 | -75435 | 321932 | -580193 | -645002 | -86536 | -581860 |
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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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