Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180369.4909 | 121032.8298 | 59336.661 | 303051.3558 | 263986.2418 | 39065.1139 |
Total P&L (%) | 180.3695 | 121.0328 | 59.3367 | 303.0514 | 263.9862 | 39.0651 |
Avg Daily Profit (%) | 0.6926 | 0.4648 | 0.2279 | 0.5367 | 0.4973 | 0.1267 |
Buy And Hold Return (%) | 85.8099 | 85.8099 | 85.8099 | 85.8099 | 85.8099 | 85.8099 |
Max Trade Drawdown | -31818 | -13137 | -30103 | -170574 | -67502 | -163496 |
Profit Factor | 2.5808 | 3.1788 | 2.0135 | 1.6081 | 2.2513 | 1.1359 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 44.9275 | 47.0588 | 42.8571 | 44.9275 | 47.0588 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.1636 | 3.5761 | 2.6846 | 1.9712 | 2.5328 | 1.5146 |
Largest Winning Trade | 69765 | 69765 | 29291 | 134444 | 134444 | 101719 |
Largest Losing Trade | -10552 | -10552 | -8608 | -44286 | -33787 | -44286 |
Avg Bars in Trades | 352 | 356 | 349 | 352 | 356 | 349 |
Avg Bars in Winners | 568 | 564 | 573 | 568 | 564 | 573 |
Avg Bars in Losers | 176 | 170 | 180 | 176 | 170 | 180 |
Bars Traded | 24324 | 12106 | 12218 | 24324 | 12106 | 12218 |
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 | -99102 | -24671 | -158275 | -98741 | 318526 | -263709 |
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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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