Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320786.0998 | 214031.1423 | 106754.9575 | 755287.0165 | 370853.6748 | 384433.3417 |
Total P&L (%) | 320.7861 | 214.0311 | 106.755 | 755.287 | 370.8537 | 384.4333 |
Avg Daily Profit (%) | 0.2954 | 0.1971 | 0.0983 | 0.1978 | 0.1428 | 0.1454 |
Buy And Hold Return (%) | 40.1016 | 40.1016 | 40.1016 | 40.1016 | 40.1016 | 40.1016 |
Max Trade Drawdown | -38267 | -36798 | -40648 | -195751 | -188151 | -191474 |
Profit Factor | 2.5092 | 3.3978 | 1.8659 | 1.5897 | 1.701 | 1.5114 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 44.4444 | 38.8889 | 50 | 44.4444 | 38.8889 | 50 |
Ratio Avg Win / Avg Loss | 3.1365 | 5.3394 | 1.8659 | 1.9871 | 2.673 | 1.5114 |
Largest Winning Trade | 138077 | 138077 | 47074 | 301237 | 201509 | 301237 |
Largest Losing Trade | -16101 | -16079 | -16101 | -105801 | -80890 | -105801 |
Avg Bars in Trades | 41 | 33 | 49 | 41 | 33 | 49 |
Avg Bars in Winners | 73 | 67 | 78 | 73 | 67 | 78 |
Avg Bars in Losers | 16 | 11 | 21 | 16 | 11 | 21 |
Bars Traded | 2986 | 1193 | 1793 | 2986 | 1193 | 1793 |
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 | -72718 | 311841 | -61610 | -74953 | -3546 | 127242 |
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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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