Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334577.0552 | 417731.6055 | -83154.5503 | -67299.9681 | 189577.733 | -256877.7011 |
Total P&L (%) | 334.5771 | 417.7316 | -83.1546 | -67.3 | 189.5777 | -256.8777 |
Avg Daily Profit (%) | 0.1803 | 0.2251 | -0.0448 | -0.0602 | 0.0573 | 0 |
Buy And Hold Return (%) | 27.9318 | 27.9318 | 27.9318 | 27.9318 | 27.9318 | 27.9318 |
Max Trade Drawdown | -139401 | -102859 | -160093 | -301438 | -178413 | -250459 |
Profit Factor | 1.3604 | 2.0578 | 0.8441 | 0.939 | 1.428 | 0.6109 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 47.541 | 42.623 | 52.459 | 47.541 | 42.623 | 52.459 |
Ratio Avg Win / Avg Loss | 1.5012 | 2.7701 | 0.7649 | 1.0361 | 1.9223 | 0.5536 |
Largest Winning Trade | 164821 | 164821 | 75107 | 127383 | 127383 | 87562 |
Largest Losing Trade | -64737 | -45531 | -64737 | -107088 | -72038 | -107088 |
Avg Bars in Trades | 28 | 35 | 21 | 28 | 35 | 21 |
Avg Bars in Winners | 36 | 47 | 28 | 36 | 47 | 28 |
Avg Bars in Losers | 20 | 26 | 14 | 20 | 26 | 14 |
Bars Traded | 3473 | 2135 | 1338 | 3473 | 2135 | 1338 |
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 | 311844 | -153079 | -741861 | -579466 | -279372 | -741861 |
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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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