Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279221.8354 | 264442.6284 | 14779.207 | 136453.3734 | 268937.0709 | -132483.6974 |
Total P&L (%) | 279.2218 | 264.4426 | 14.7792 | 136.4534 | 268.9371 | -132.4837 |
Avg Daily Profit (%) | 0.2681 | 0.2539 | 0.0142 | 0.0827 | 0.1254 | 0 |
Buy And Hold Return (%) | 44.7188 | 44.7188 | 44.7188 | 44.7188 | 44.7188 | 44.7188 |
Max Trade Drawdown | -63582 | -56939 | -75967 | -192706 | -108221 | -208502 |
Profit Factor | 1.5897 | 2.3286 | 1.0539 | 1.142 | 1.6932 | 0.7688 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 41.7722 | 47.5 | 35.8974 | 41.7722 | 47.5 | 35.8974 |
Ratio Avg Win / Avg Loss | 2.216 | 2.5737 | 1.8819 | 1.5919 | 1.8714 | 1.3729 |
Largest Winning Trade | 127870 | 127870 | 34579 | 150166 | 150166 | 73578 |
Largest Losing Trade | -57266 | -19575 | -57266 | -153245 | -44173 | -153245 |
Avg Bars in Trades | 308 | 293 | 323 | 308 | 293 | 323 |
Avg Bars in Winners | 485 | 441 | 545 | 485 | 441 | 545 |
Avg Bars in Losers | 181 | 159 | 199 | 181 | 159 | 199 |
Bars Traded | 24370 | 11751 | 12619 | 24370 | 11751 | 12619 |
Profit Streak | 0 | 0 | 52.4735 | 0 | 0 | 52.4735 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23813 | 390507 | -504748 | -183380 | -23996 | -584011 |
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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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