Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306652.2409 | 421340.3827 | -114688.1418 | -45300.072 | 119689.2963 | -164989.3683 |
Total P&L (%) | 306.6522 | 421.3404 | -114.6881 | -45.3001 | 119.6893 | -164.9894 |
Avg Daily Profit (%) | 0.1655 | 0.2274 | -0.0619 | -0.0326 | 0.0425 | 0 |
Buy And Hold Return (%) | 13.3519 | 13.3519 | 13.3519 | 13.3519 | 13.3519 | 13.3519 |
Max Trade Drawdown | -157994 | -77287 | -212552 | -247832 | -126432 | -153384 |
Profit Factor | 1.4267 | 2.6104 | 0.749 | 0.9154 | 1.5489 | 0.48 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 36.8421 | 42.1053 | 31.5789 | 36.8421 | 42.1053 | 31.5789 |
Ratio Avg Win / Avg Loss | 2.4458 | 3.5893 | 1.6229 | 1.5692 | 2.1297 | 1.0399 |
Largest Winning Trade | 201226 | 201226 | 82625 | 192182 | 192182 | 28921 |
Largest Losing Trade | -44990 | -28167 | -44990 | -44990 | -33409 | -44990 |
Avg Bars in Trades | 44 | 33 | 56 | 44 | 33 | 56 |
Avg Bars in Winners | 85 | 44 | 140 | 85 | 44 | 140 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 3412 | 1258 | 2154 | 3412 | 1258 | 2154 |
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 | -49598 | 351942 | -585150 | -636894 | -136503 | -586262 |
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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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