Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649025.7054 | 677652.5587 | -28626.8532 | 124012.8646 | 274412.3447 | -150399.4801 |
Total P&L (%) | 649.0257 | 677.6526 | -28.6269 | 124.0129 | 274.4123 | -150.3995 |
Avg Daily Profit (%) | 0.3115 | 0.3253 | -0.0137 | 0.0387 | 0.0634 | 0 |
Buy And Hold Return (%) | 173.7551 | 173.7551 | 173.7551 | 173.7551 | 173.7551 | 173.7551 |
Max Trade Drawdown | -158377 | -120274 | -198660 | -211223 | -111476 | -248406 |
Profit Factor | 1.9946 | 3.4293 | 0.9234 | 1.2126 | 2.1962 | 0.575 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 45.4545 | 47.7273 | 43.1818 | 45.4545 | 47.7273 | 43.1818 |
Ratio Avg Win / Avg Loss | 2.3935 | 3.7559 | 1.215 | 1.4552 | 2.4054 | 0.7565 |
Largest Winning Trade | 474258 | 474258 | 54615 | 162500 | 162500 | 41832 |
Largest Losing Trade | -74663 | -29266 | -74663 | -165714 | -71235 | -165714 |
Avg Bars in Trades | 279 | 311 | 247 | 279 | 311 | 247 |
Avg Bars in Winners | 356 | 335 | 380 | 356 | 335 | 380 |
Avg Bars in Losers | 215 | 290 | 146 | 215 | 290 | 146 |
Bars Traded | 24634 | 13727 | 10907 | 24634 | 13727 | 10907 |
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 | 316466 | 451099 | -581704 | -308936 | -114623 | -583371 |
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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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