Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407905.9761 | 570518.7271 | -162612.751 | -61854.2513 | 316775.4835 | -378629.7348 |
Total P&L (%) | 407.906 | 570.5187 | -162.6128 | -61.8543 | 316.7755 | -378.6297 |
Avg Daily Profit (%) | 0.1873 | 0.2619 | -0.0747 | -0.0442 | 0.0656 | 0 |
Buy And Hold Return (%) | 151.2195 | 151.2195 | 151.2195 | 151.2195 | 151.2195 | 151.2195 |
Max Trade Drawdown | -158594 | -131565 | -178169 | -188597 | -106521 | -355437 |
Profit Factor | 1.5492 | 2.9043 | 0.633 | 0.9191 | 2.3615 | 0.2886 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 38.6667 | 43.2432 | 34.2105 | 38.6667 | 43.2432 | 34.2105 |
Ratio Avg Win / Avg Loss | 2.4574 | 3.8119 | 1.2174 | 1.4579 | 3.0995 | 0.555 |
Largest Winning Trade | 282721 | 282721 | 64273 | 105790 | 105790 | 36859 |
Largest Losing Trade | -61920 | -42546 | -61920 | -127521 | -50916 | -127521 |
Avg Bars in Trades | 54 | 64 | 44 | 54 | 64 | 44 |
Avg Bars in Winners | 90 | 96 | 83 | 90 | 96 | 83 |
Avg Bars in Losers | 31 | 40 | 23 | 31 | 40 | 23 |
Bars Traded | 4060 | 2381 | 1678 | 4060 | 2381 | 1678 |
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 | -58834 | 326382 | -585238 | -644796 | -109776 | -586905 |
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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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