Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383702.2389 | 561657.1912 | -177954.9523 | 79367.6977 | -1504622.4645 | 1583990.1623 |
Total P&L (%) | 383.7022 | 561.6572 | -177.955 | 79.3677 | -1504.6225 | 1583.9902 |
Avg Daily Profit (%) | 0.2055 | 0.3008 | -0.0953 | 0.0313 | 0 | 0.1513 |
Buy And Hold Return (%) | 606.6984 | 606.6984 | 606.6984 | 606.6984 | 606.6984 | 606.6984 |
Max Trade Drawdown | -232432 | -132208 | -273143 | -1988866 | -1563682 | -601127 |
Profit Factor | 1.4713 | 2.7873 | 0.644 | 1.0225 | 0.3992 | 2.5471 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 39 | 15 | 24 | 39 | 17 | 22 |
Losing Trades | 44 | 26 | 18 | 44 | 24 | 20 |
Profitability (%) | 46.988 | 36.5854 | 57.1429 | 46.988 | 41.4634 | 52.381 |
Ratio Avg Win / Avg Loss | 1.6599 | 4.8314 | 0.483 | 1.1536 | 0.5636 | 2.3155 |
Largest Winning Trade | 239576 | 239576 | 58294 | 1247547 | 264875 | 1247547 |
Largest Losing Trade | -148569 | -33955 | -148569 | -1014448 | -1014448 | -285796 |
Avg Bars in Trades | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Winners | 48 | 51 | 46 | 41 | 34 | 47 |
Avg Bars in Losers | 35 | 37 | 31 | 40 | 48 | 31 |
Bars Traded | 3438 | 1758 | 1680 | 3438 | 1758 | 1680 |
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 | -158317 | -156740 | -579808 | -515094 | -584062 | 337413 |
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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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