Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486565.6256 | 560109.3897 | -73543.7641 | -2624.6915 | 145214.8078 | -147839.4994 |
Total P&L (%) | 486.5656 | 560.1094 | -73.5438 | -2.6247 | 145.2148 | -147.8395 |
Avg Daily Profit (%) | 0.2653 | 0.3054 | -0.0401 | -0.0015 | 0.0489 | 0 |
Buy And Hold Return (%) | 187.6262 | 187.6262 | 187.6262 | 187.6262 | 187.6262 | 187.6262 |
Max Trade Drawdown | -121976 | -88752 | -84102 | -228415 | -157680 | -134634 |
Profit Factor | 1.7252 | 2.9681 | 0.8097 | 0.9973 | 1.3305 | 0.7269 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 42.1053 | 44.7368 | 39.4737 | 42.1053 | 44.7368 | 39.4737 |
Ratio Avg Win / Avg Loss | 2.3721 | 3.6665 | 1.2415 | 1.3713 | 1.6436 | 1.1145 |
Largest Winning Trade | 455965 | 455965 | 45093 | 220845 | 220845 | 80984 |
Largest Losing Trade | -55049 | -31269 | -55049 | -80437 | -73086 | -80437 |
Avg Bars in Trades | 92 | 101 | 83 | 92 | 101 | 83 |
Avg Bars in Winners | 141 | 152 | 129 | 141 | 152 | 129 |
Avg Bars in Losers | 56 | 60 | 53 | 56 | 60 | 53 |
Bars Traded | 7035 | 3858 | 3177 | 7035 | 3858 | 3177 |
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 | -48871 | 340184 | -583191 | -635959 | -294001 | -583191 |
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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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