Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352498.2802 | 319341.9648 | 33156.3154 | 774313.5166 | 1093373.4195 | -319059.9029 |
Total P&L (%) | 352.4983 | 319.342 | 33.1563 | 774.3135 | 1093.3734 | -319.0599 |
Avg Daily Profit (%) | 0.3957 | 0.3585 | 0.0372 | 0.2437 | 0.2787 | 0 |
Buy And Hold Return (%) | 266.2866 | 266.2866 | 266.2866 | 266.2866 | 266.2866 | 266.2866 |
Max Trade Drawdown | -69766 | -36530 | -67050 | -991433 | -407377 | -725812 |
Profit Factor | 2.4295 | 3.9703 | 1.2384 | 1.3284 | 2.017 | 0.7513 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Losing Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Profitability (%) | 48.1481 | 58.5366 | 37.5 | 48.1481 | 58.5366 | 37.5 |
Ratio Avg Win / Avg Loss | 2.6164 | 2.8123 | 2.064 | 1.4306 | 1.4287 | 1.2522 |
Largest Winning Trade | 136855 | 136855 | 37127 | 733260 | 733260 | 308457 |
Largest Losing Trade | -19853 | -19853 | -17693 | -288835 | -217433 | -288835 |
Avg Bars in Trades | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Winners | 108 | 87 | 142 | 108 | 87 | 142 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 5040 | 2466 | 2574 | 5040 | 2466 | 2574 |
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 | -68128 | -86633 | -312971 | -11522 | 376085 | -583944 |
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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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