Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673155.5345 | 749154.3043 | -75998.7698 | -48237.9238 | 115388.3795 | -163626.3033 |
Total P&L (%) | 673.1555 | 749.1543 | -75.9988 | -48.2379 | 115.3884 | -163.6263 |
Avg Daily Profit (%) | 0.3634 | 0.4044 | -0.041 | -0.0355 | 0.0414 | 0 |
Buy And Hold Return (%) | 89.2934 | 89.2934 | 89.2934 | 89.2934 | 89.2934 | 89.2934 |
Max Trade Drawdown | -270121 | -205103 | -80524 | -870965 | -700957 | -181932 |
Profit Factor | 2.0387 | 2.5384 | 0.5283 | 0.9634 | 1.1122 | 0.4367 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 40.1869 | 35.8491 | 44.4444 | 40.1869 | 35.8491 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.0343 | 4.5423 | 0.6604 | 1.434 | 1.9902 | 0.5459 |
Largest Winning Trade | 765420 | 765420 | 18520 | 788215 | 788215 | 41540 |
Largest Losing Trade | -36375 | -36375 | -20499 | -305014 | -305014 | -92469 |
Avg Bars in Trades | 203 | 392 | 18 | 203 | 392 | 18 |
Avg Bars in Winners | 303 | 657 | 23 | 303 | 657 | 23 |
Avg Bars in Losers | 136 | 244 | 15 | 136 | 244 | 15 |
Bars Traded | 21792 | 20787 | 1005 | 21792 | 20787 | 1005 |
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 | 351988 | -170934 | -762716 | -582642 | -494036 | -762716 |
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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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