Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408535.489 | 431948.832 | -23413.343 | -3146.5626 | 218672.8024 | -221819.365 |
Total P&L (%) | 408.5355 | 431.9488 | -23.4133 | -3.1466 | 218.6728 | -221.8194 |
Avg Daily Profit (%) | 0.2189 | 0.2314 | -0.0125 | -0.0017 | 0.0621 | 0 |
Buy And Hold Return (%) | 16.4133 | 16.4133 | 16.4133 | 16.4133 | 16.4133 | 16.4133 |
Max Trade Drawdown | -150535 | -119582 | -184353 | -262666 | -165775 | -350285 |
Profit Factor | 1.4487 | 2.0426 | 0.9528 | 0.9976 | 1.4006 | 0.7134 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 44.3709 | 38.1579 | 50.6667 | 44.3709 | 38.1579 | 50.6667 |
Ratio Avg Win / Avg Loss | 1.8163 | 3.3104 | 0.9277 | 1.2507 | 2.2699 | 0.6947 |
Largest Winning Trade | 257151 | 257151 | 67510 | 214373 | 214373 | 104832 |
Largest Losing Trade | -43587 | -25877 | -43587 | -96892 | -47098 | -96892 |
Avg Bars in Trades | 35 | 29 | 42 | 35 | 29 | 42 |
Avg Bars in Winners | 54 | 45 | 61 | 54 | 45 | 61 |
Avg Bars in Losers | 21 | 19 | 22 | 21 | 19 | 22 |
Bars Traded | 5427 | 2253 | 3174 | 5427 | 2253 | 3174 |
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 | 305584 | -42013 | -637649 | -580509 | -161957 | -637649 |
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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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