Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332836.5396 | 306265.0744 | 26571.4652 | 69464.6368 | 131404.4552 | -61939.8185 |
Total P&L (%) | 332.8365 | 306.2651 | 26.5715 | 69.4646 | 131.4045 | -61.9398 |
Avg Daily Profit (%) | 0.3075 | 0.2829 | 0.0245 | 0.0487 | 0.0775 | -0.0892 |
Buy And Hold Return (%) | 12.9131 | 12.9131 | 12.9131 | 12.9131 | 12.9131 | 12.9131 |
Max Trade Drawdown | -114574 | -89886 | -76661 | -445196 | -366903 | -239067 |
Profit Factor | 1.7744 | 2.2908 | 1.138 | 1.051 | 1.1648 | 0.8902 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 50.6849 | 44.4444 | 56.7568 | 50.6849 | 44.4444 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.7265 | 2.8635 | 0.8671 | 1.0226 | 1.456 | 0.6783 |
Largest Winning Trade | 320910 | 320910 | 47209 | 395473 | 395473 | 89353 |
Largest Losing Trade | -47056 | -30280 | -47056 | -149188 | -126312 | -149188 |
Avg Bars in Trades | 56 | 69 | 43 | 56 | 69 | 43 |
Avg Bars in Winners | 54 | 62 | 47 | 54 | 62 | 47 |
Avg Bars in Losers | 58 | 75 | 37 | 58 | 75 | 37 |
Bars Traded | 4112 | 2511 | 1601 | 4112 | 2511 | 1601 |
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 | -64284 | 379032 | -236082 | -369498 | -130856 | -579896 |
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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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