Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514387.4436 | 527051.1533 | -12663.7097 | 69179.4438 | 159695.9056 | -90516.4618 |
Total P&L (%) | 514.3874 | 527.0512 | -12.6637 | 69.1794 | 159.6959 | -90.5165 |
Avg Daily Profit (%) | 0.2469 | 0.253 | -0.0061 | 0.0252 | 0.0458 | -0.113 |
Buy And Hold Return (%) | 64.5485 | 64.5485 | 64.5485 | 64.5485 | 64.5485 | 64.5485 |
Max Trade Drawdown | -110626 | -67826 | -85745 | -639285 | -353343 | -410494 |
Profit Factor | 2.1211 | 3.8316 | 0.9536 | 1.0417 | 1.2163 | 0.9017 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 38.1579 | 39.4737 | 36.8421 | 38.1579 | 39.4737 | 36.8421 |
Ratio Avg Win / Avg Loss | 3.4376 | 5.8751 | 1.6347 | 1.6883 | 1.865 | 1.5458 |
Largest Winning Trade | 540331 | 540331 | 37402 | 460010 | 460010 | 173052 |
Largest Losing Trade | -47090 | -24358 | -47090 | -274210 | -187519 | -274210 |
Avg Bars in Trades | 319 | 278 | 360 | 319 | 278 | 360 |
Avg Bars in Winners | 577 | 471 | 691 | 577 | 471 | 691 |
Avg Bars in Losers | 159 | 152 | 167 | 159 | 152 | 167 |
Bars Traded | 24265 | 10582 | 13683 | 24265 | 10582 | 13683 |
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 | -45910 | 408535 | -583104 | -534540 | -138839 | -583104 |
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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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