Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336556.2706 | 394501.634 | -57945.3634 | -83526.9102 | 52584.8876 | -136111.7978 |
Total P&L (%) | 336.5563 | 394.5016 | -57.9454 | -83.5269 | 52.5849 | -136.1118 |
Avg Daily Profit (%) | 0.1751 | 0.2052 | -0.0301 | -0.0938 | 0.022 | 0 |
Buy And Hold Return (%) | 85.3617 | 85.3617 | 85.3617 | 85.3617 | 85.3617 | 85.3617 |
Max Trade Drawdown | -220896 | -136143 | -145380 | -463543 | -384056 | -256830 |
Profit Factor | 1.5298 | 2.6283 | 0.8525 | 0.9308 | 1.1076 | 0.8103 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 46.2687 | 42.4242 | 50 | 46.2687 | 42.4242 | 50 |
Ratio Avg Win / Avg Loss | 1.7766 | 3.567 | 0.8525 | 1.0809 | 1.5032 | 0.8103 |
Largest Winning Trade | 244540 | 244540 | 59140 | 203184 | 203184 | 131576 |
Largest Losing Trade | -90274 | -34881 | -90274 | -132734 | -99310 | -132734 |
Avg Bars in Trades | 55 | 53 | 57 | 55 | 53 | 57 |
Avg Bars in Winners | 69 | 67 | 70 | 69 | 67 | 70 |
Avg Bars in Losers | 43 | 42 | 45 | 43 | 42 | 45 |
Bars Traded | 3721 | 1754 | 1967 | 3721 | 1754 | 1967 |
Profit Streak | 0 | 37.487 | 0 | 0 | 37.487 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114994 | 308962 | -580795 | -701839 | -432752 | -580795 |
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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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