Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331235.4691 | 285319.4214 | 45916.0477 | 254660.326 | 226781.0248 | 27879.3011 |
Total P&L (%) | 331.2355 | 285.3194 | 45.916 | 254.6603 | 226.781 | 27.8793 |
Avg Daily Profit (%) | 0.3049 | 0.2626 | 0.0423 | 0.1166 | 0.1091 | 0.0226 |
Buy And Hold Return (%) | 34.135 | 34.135 | 34.135 | 34.135 | 34.135 | 34.135 |
Max Trade Drawdown | -110217 | -94641 | -49297 | -801434 | -672235 | -220854 |
Profit Factor | 1.8791 | 2.3364 | 1.2812 | 1.1239 | 1.1972 | 1.0308 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 51.2821 | 51.2821 | 51.2821 | 51.2821 | 51.2821 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.7852 | 2.2196 | 1.2171 | 1.0677 | 1.1374 | 0.9793 |
Largest Winning Trade | 260863 | 260863 | 25458 | 270928 | 270928 | 135224 |
Largest Losing Trade | -30931 | -28736 | -30931 | -302894 | -302894 | -211397 |
Avg Bars in Trades | 38 | 40 | 37 | 38 | 40 | 37 |
Avg Bars in Winners | 46 | 43 | 49 | 46 | 43 | 49 |
Avg Bars in Losers | 31 | 37 | 24 | 31 | 37 | 24 |
Bars Traded | 3030 | 1574 | 1456 | 3030 | 1574 | 1456 |
Profit Streak | 0 | 98.4312 | 0 | 0 | 98.4312 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26526 | 495046 | -194697 | -160148 | -50047 | -516522 |
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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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