Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599068.7393 | 643025.6002 | -43956.8609 | 6493.8122 | 62154.168 | -55660.3558 |
Total P&L (%) | 599.0687 | 643.0256 | -43.9569 | 6.4938 | 62.1542 | -55.6604 |
Avg Daily Profit (%) | 0.3254 | 0.3493 | -0.0239 | 0.0034 | 0.0263 | -0.0442 |
Buy And Hold Return (%) | 79.4064 | 79.4064 | 79.4064 | 79.4064 | 79.4064 | 79.4064 |
Max Trade Drawdown | -164195 | -138937 | -50668 | -469783 | -412481 | -64080 |
Profit Factor | 2.227 | 2.6556 | 0.5597 | 1.0072 | 1.0831 | 0.6486 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 34.4262 | 36.6667 | 32.2581 | 34.4262 | 36.6667 | 32.2581 |
Ratio Avg Win / Avg Loss | 4.2419 | 4.5869 | 1.1755 | 1.9184 | 1.8709 | 1.362 |
Largest Winning Trade | 619690 | 619690 | 11678 | 348725 | 348725 | 35182 |
Largest Losing Trade | -48657 | -48657 | -20552 | -109020 | -109020 | -24954 |
Avg Bars in Trades | 59 | 119 | 1 | 59 | 119 | 1 |
Avg Bars in Winners | 117 | 223 | 1 | 117 | 223 | 1 |
Avg Bars in Losers | 28 | 59 | 1 | 28 | 59 | 1 |
Bars Traded | 3632 | 3588 | 44 | 3632 | 3588 | 44 |
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 | -158986 | 329265 | -585773 | -737892 | -456768 | -585773 |
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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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