Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525393.768 | 543623.1885 | -18229.4205 | -16194.8561 | 150796.2758 | -166991.1319 |
Total P&L (%) | 525.3938 | 543.6232 | -18.2294 | -16.1949 | 150.7963 | -166.9911 |
Avg Daily Profit (%) | 0.2845 | 0.2943 | -0.0099 | -0.0096 | 0.0498 | 0 |
Buy And Hold Return (%) | 77.6296 | 77.6296 | 77.6296 | 77.6296 | 77.6296 | 77.6296 |
Max Trade Drawdown | -90658 | -59837 | -100692 | -152305 | -62759 | -149838 |
Profit Factor | 1.7852 | 3.386 | 0.9587 | 0.9735 | 1.8295 | 0.6117 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 49.2308 | 50 | 48.4848 | 49.2308 | 50 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.841 | 3.386 | 1.0186 | 1.004 | 1.8295 | 0.65 |
Largest Winning Trade | 226633 | 226633 | 76474 | 81068 | 81068 | 41139 |
Largest Losing Trade | -82420 | -42697 | -82420 | -102903 | -27012 | -102903 |
Avg Bars in Trades | 53 | 60 | 46 | 53 | 60 | 46 |
Avg Bars in Winners | 67 | 67 | 67 | 67 | 67 | 67 |
Avg Bars in Losers | 39 | 52 | 27 | 39 | 52 | 27 |
Bars Traded | 3471 | 1925 | 1546 | 3471 | 1925 | 1546 |
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 | -124308 | 550314 | -579725 | -715410 | -130247 | -581392 |
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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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