Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356077.3273 | 370537.8811 | -14460.5538 | -42060.4944 | 600941.709 | -643002.2034 |
Total P&L (%) | 356.0773 | 370.5379 | -14.4606 | -42.0605 | 600.9417 | -643.0022 |
Avg Daily Profit (%) | 0.2084 | 0.2169 | -0.0085 | -0.0319 | 0.114 | 0 |
Buy And Hold Return (%) | 151.18 | 151.18 | 151.18 | 151.18 | 151.18 | 151.18 |
Max Trade Drawdown | -107419 | -55431 | -83538 | -797500 | -90005 | -784265 |
Profit Factor | 1.6981 | 2.8409 | 0.9532 | 0.9736 | 2.5749 | 0.4698 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 61.7978 | 56.8182 | 66.6667 | 61.7978 | 56.8182 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.0498 | 2.1591 | 0.4766 | 0.6019 | 1.9569 | 0.2349 |
Largest Winning Trade | 267163 | 267163 | 46137 | 185049 | 185049 | 134287 |
Largest Losing Trade | -83538 | -40142 | -83538 | -714622 | -90005 | -714622 |
Avg Bars in Trades | 37 | 43 | 31 | 37 | 43 | 31 |
Avg Bars in Winners | 39 | 40 | 39 | 39 | 40 | 39 |
Avg Bars in Losers | 33 | 47 | 16 | 33 | 47 | 16 |
Bars Traded | 3328 | 1906 | 1422 | 3328 | 1906 | 1422 |
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 | 263670 | 368932 | -578551 | -578733 | -36730 | -578551 |
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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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