Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512667.8183 | 613567.9605 | -100900.1423 | -73571.8407 | 26142.0359 | -99713.8766 |
Total P&L (%) | 512.6678 | 613.568 | -100.9001 | -73.5718 | 26.142 | -99.7139 |
Avg Daily Profit (%) | 0.2812 | 0.3365 | -0.0553 | -0.073 | 0.0127 | -0.3207 |
Buy And Hold Return (%) | 149.1339 | 149.1339 | 149.1339 | 149.1339 | 149.1339 | 149.1339 |
Max Trade Drawdown | -181383 | -117691 | -124556 | -91761 | -68092 | -87544 |
Profit Factor | 1.6506 | 2.7162 | 0.7656 | 0.7696 | 1.2091 | 0.4868 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 52.7778 | 52.7778 | 52.7778 | 52.7778 | 52.7778 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.4769 | 2.4303 | 0.685 | 0.6886 | 1.0818 | 0.4355 |
Largest Winning Trade | 488394 | 488394 | 59787 | 42388 | 42388 | 30974 |
Largest Losing Trade | -65889 | -44835 | -65889 | -65323 | -25755 | -65323 |
Avg Bars in Trades | 73 | 82 | 63 | 73 | 82 | 63 |
Avg Bars in Winners | 81 | 88 | 75 | 81 | 88 | 75 |
Avg Bars in Losers | 63 | 76 | 51 | 63 | 76 | 51 |
Bars Traded | 5285 | 2985 | 2300 | 5285 | 2985 | 2300 |
Profit Streak | 0 | 0 | 26.0614 | 0 | 0 | 26.0614 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75115 | 454466 | -579878 | -663917 | -341714 | -579878 |
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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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