Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 939328.3138 | 997833.3228 | -58505.009 | -92364.3649 | 808734.7839 | -901099.1488 |
Total P&L (%) | 939.3283 | 997.8333 | -58.505 | -92.3644 | 808.7348 | -901.0991 |
Avg Daily Profit (%) | 0.3954 | 0.42 | -0.0246 | -0.1082 | 0.0929 | 0 |
Buy And Hold Return (%) | 399.6283 | 399.6283 | 399.6283 | 399.6283 | 399.6283 | 399.6283 |
Max Trade Drawdown | -145625 | -137828 | -173647 | -827387 | -81968 | -952908 |
Profit Factor | 2.2244 | 3.3362 | 0.828 | 0.9171 | 6.7746 | 0.0754 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 44.3038 | 41.0256 | 47.5 | 44.3038 | 41.0256 | 47.5 |
Ratio Avg Win / Avg Loss | 2.7964 | 4.7958 | 0.9151 | 1.153 | 9.7385 | 0.0834 |
Largest Winning Trade | 599454 | 599454 | 57498 | 569015 | 569015 | 21321 |
Largest Losing Trade | -98999 | -45075 | -98999 | -823713 | -37807 | -823713 |
Avg Bars in Trades | 115 | 157 | 75 | 115 | 157 | 75 |
Avg Bars in Winners | 144 | 202 | 95 | 144 | 202 | 95 |
Avg Bars in Losers | 93 | 126 | 57 | 93 | 126 | 57 |
Bars Traded | 9154 | 6149 | 3005 | 9154 | 6149 | 3005 |
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 | -24104 | 333049 | -581722 | -612604 | -70148 | -581722 |
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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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