Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269762.0013 | 504678.1257 | -234916.1244 | -99514.8453 | 29423.4595 | -128938.3048 |
Total P&L (%) | 269.762 | 504.6781 | -234.9161 | -99.5148 | 29.4235 | -128.9383 |
Avg Daily Profit (%) | 0.1237 | 0.2315 | -0.1078 | -0.2441 | 0.0118 | 0 |
Buy And Hold Return (%) | 136.8555 | 136.8555 | 136.8555 | 136.8555 | 136.8555 | 136.8555 |
Max Trade Drawdown | -200698 | -90841 | -208300 | -27753 | -2263 | -38056 |
Profit Factor | 1.3225 | 2.9516 | 0.5934 | 0.2818 | 8.5905 | 0.0427 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 49.3506 | 52.6316 | 46.1538 | 49.3506 | 52.6316 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.3573 | 2.6565 | 0.6924 | 0.2892 | 7.7314 | 0.0498 |
Largest Winning Trade | 249141 | 249141 | 61590 | 16209 | 16209 | 1557 |
Largest Losing Trade | -91080 | -59490 | -91080 | -91080 | -1141 | -91080 |
Avg Bars in Trades | 52 | 59 | 46 | 52 | 59 | 46 |
Avg Bars in Winners | 70 | 77 | 62 | 70 | 77 | 62 |
Avg Bars in Losers | 35 | 39 | 31 | 35 | 39 | 31 |
Bars Traded | 4068 | 2265 | 1803 | 4068 | 2265 | 1803 |
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 | -81204 | 424727 | -582253 | -627308 | -333647 | -581975 |
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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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