Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394871.7448 | 437774.4479 | -42902.7031 | 8937.9271 | 128500.9009 | -119562.9738 |
Total P&L (%) | 394.8717 | 437.7744 | -42.9027 | 8.9379 | 128.5009 | -119.563 |
Avg Daily Profit (%) | 0.3791 | 0.4203 | -0.0412 | 0.0082 | 0.0794 | 0 |
Buy And Hold Return (%) | 35.3952 | 35.3952 | 35.3952 | 35.3952 | 35.3952 | 35.3952 |
Max Trade Drawdown | -140776 | -127469 | -57077 | -437814 | -384650 | -157786 |
Profit Factor | 2.0035 | 2.5402 | 0.6073 | 1.0104 | 1.2061 | 0.4991 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 42.029 | 44.1176 | 40 | 42.029 | 44.1176 | 40 |
Ratio Avg Win / Avg Loss | 2.7635 | 3.2176 | 0.911 | 1.3936 | 1.5277 | 0.7487 |
Largest Winning Trade | 427116 | 427116 | 9723 | 437777 | 437777 | 23717 |
Largest Losing Trade | -33734 | -33734 | -27157 | -137105 | -137105 | -61370 |
Avg Bars in Trades | 353 | 678 | 37 | 353 | 678 | 37 |
Avg Bars in Winners | 527 | 993 | 28 | 527 | 993 | 28 |
Avg Bars in Losers | 226 | 428 | 43 | 226 | 428 | 43 |
Bars Traded | 24371 | 23053 | 1318 | 24371 | 23053 | 1318 |
Profit Streak | 0 | 12.7378 | 0 | 0 | 12.7378 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96418 | 455539 | -584676 | -666128 | -90611 | -584676 |
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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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