Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357125.8937 | 390017.1463 | -32891.2526 | -50380.6627 | 71296.4754 | -121677.1381 |
Total P&L (%) | 357.1259 | 390.0171 | -32.8913 | -50.3807 | 71.2965 | -121.6771 |
Avg Daily Profit (%) | 0.1859 | 0.203 | -0.0171 | -0.0365 | 0.028 | 0 |
Buy And Hold Return (%) | 35.7469 | 35.7469 | 35.7469 | 35.7469 | 35.7469 | 35.7469 |
Max Trade Drawdown | -156583 | -108920 | -117556 | -336102 | -246447 | -194198 |
Profit Factor | 1.5122 | 2.3822 | 0.9207 | 0.9566 | 1.1474 | 0.8205 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 50 | 52.2727 | 47.7273 | 50 | 52.2727 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.5122 | 2.175 | 1.0084 | 0.9566 | 1.0477 | 0.8987 |
Largest Winning Trade | 244695 | 244695 | 57841 | 133000 | 133000 | 106476 |
Largest Losing Trade | -72131 | -35682 | -72131 | -97574 | -72340 | -97574 |
Avg Bars in Trades | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Winners | 48 | 47 | 49 | 48 | 47 | 49 |
Avg Bars in Losers | 34 | 36 | 31 | 34 | 36 | 31 |
Bars Traded | 3638 | 1872 | 1765 | 3638 | 1872 | 1765 |
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 | 368192 | 451359 | -579936 | -580543 | -220356 | -581603 |
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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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