Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379051.5904 | 344142.8942 | 34908.6961 | 300789.6444 | 471398.3462 | -170608.7018 |
Total P&L (%) | 379.0516 | 344.1429 | 34.9087 | 300.7896 | 471.3983 | -170.6087 |
Avg Daily Profit (%) | 0.3384 | 0.3072 | 0.0312 | 0.124 | 0.1557 | 0 |
Buy And Hold Return (%) | 75.0146 | 75.0146 | 75.0146 | 75.0146 | 75.0146 | 75.0146 |
Max Trade Drawdown | -98950 | -66571 | -71164 | -1090427 | -641884 | -550874 |
Profit Factor | 2.0325 | 2.9432 | 1.1837 | 1.1057 | 1.3392 | 0.8827 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 38.0952 | 38.0952 | 38.0952 | 38.0952 | 38.0952 | 38.0952 |
Ratio Avg Win / Avg Loss | 3.3028 | 4.7827 | 1.9235 | 1.7968 | 2.1762 | 1.4345 |
Largest Winning Trade | 303434 | 303434 | 47646 | 623905 | 623905 | 344654 |
Largest Losing Trade | -20732 | -20217 | -20732 | -228494 | -228494 | -186943 |
Avg Bars in Trades | 153 | 143 | 163 | 153 | 143 | 163 |
Avg Bars in Winners | 275 | 255 | 295 | 275 | 255 | 295 |
Avg Bars in Losers | 78 | 74 | 82 | 78 | 74 | 82 |
Bars Traded | 12877 | 6021 | 6856 | 12877 | 6021 | 6856 |
Profit Streak | 0 | 38.2111 | 0 | 0 | 38.2111 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 250695 | 303023 | -338948 | -137191 | 149720 | -583697 |
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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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