Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381568.7477 | 460860.9475 | -79292.1998 | -87461.9671 | 72153.8362 | -159615.8033 |
Total P&L (%) | 381.5687 | 460.8609 | -79.2922 | -87.462 | 72.1538 | -159.6158 |
Avg Daily Profit (%) | 0.199 | 0.2404 | -0.0414 | -0.1083 | 0.0283 | 0 |
Buy And Hold Return (%) | 69.8216 | 69.8216 | 69.8216 | 69.8216 | 69.8216 | 69.8216 |
Max Trade Drawdown | -235000 | -147748 | -154978 | -717275 | -533746 | -355366 |
Profit Factor | 1.477 | 2.0511 | 0.7807 | 0.9468 | 1.0767 | 0.7726 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 48.9362 | 42.5532 | 55.3191 | 48.9362 | 42.5532 | 55.3191 |
Ratio Avg Win / Avg Loss | 1.5412 | 2.769 | 0.6306 | 0.9879 | 1.4536 | 0.624 |
Largest Winning Trade | 605900 | 605900 | 32506 | 605900 | 605900 | 111847 |
Largest Losing Trade | -45653 | -40010 | -45653 | -249617 | -183050 | -249617 |
Avg Bars in Trades | 37 | 28 | 46 | 37 | 28 | 46 |
Avg Bars in Winners | 45 | 39 | 49 | 45 | 39 | 49 |
Avg Bars in Losers | 30 | 20 | 43 | 30 | 20 | 43 |
Bars Traded | 3546 | 1344 | 2203 | 3546 | 1344 | 2203 |
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 | 313300 | 326229 | -580007 | -580941 | -449088 | -580007 |
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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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