Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316528.2511 | 288802.519 | 27725.7321 | 354151.0886 | 1414276.8509 | -1060125.7623 |
Total P&L (%) | 316.5283 | 288.8025 | 27.7257 | 354.1511 | 1414.2769 | -1060.1258 |
Avg Daily Profit (%) | 0.3563 | 0.3251 | 0.0312 | 0.1705 | 0.3064 | 0 |
Buy And Hold Return (%) | 204.4173 | 204.4173 | 204.4173 | 204.4173 | 204.4173 | 204.4173 |
Max Trade Drawdown | -105865 | -35484 | -114740 | -1714062 | -403594 | -1769729 |
Profit Factor | 2.1157 | 4.2275 | 1.1428 | 1.1006 | 2.6429 | 0.6013 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 52.7778 | 52.7778 | 52.7778 | 52.7778 | 52.7778 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.893 | 3.7825 | 1.0225 | 0.9848 | 2.3647 | 0.538 |
Largest Winning Trade | 111732 | 111732 | 45017 | 740510 | 740510 | 673077 |
Largest Losing Trade | -68187 | -11489 | -68187 | -1419814 | -116253 | -1419814 |
Avg Bars in Trades | 144 | 135 | 153 | 144 | 135 | 153 |
Avg Bars in Winners | 190 | 177 | 203 | 190 | 177 | 203 |
Avg Bars in Losers | 93 | 89 | 97 | 93 | 89 | 97 |
Bars Traded | 10416 | 4893 | 5523 | 10416 | 4893 | 5523 |
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 | -80058 | -21072 | -380106 | -195968 | 514486 | -580420 |
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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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