Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419211.3774 | 404594.4385 | 14616.9389 | 40890.5136 | 350069.1829 | -309178.6694 |
Total P&L (%) | 419.2114 | 404.5944 | 14.6169 | 40.8905 | 350.0692 | -309.1787 |
Avg Daily Profit (%) | 0.2185 | 0.2108 | 0.0076 | 0.0179 | 0.0784 | 0 |
Buy And Hold Return (%) | 26.9058 | 26.9058 | 26.9058 | 26.9058 | 26.9058 | 26.9058 |
Max Trade Drawdown | -199425 | -149290 | -150640 | -888750 | -638766 | -514835 |
Profit Factor | 1.697 | 2.5646 | 1.0426 | 1.0181 | 1.3991 | 0.7764 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 44.9275 | 42.8571 | 47.0588 | 44.9275 | 42.8571 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.0802 | 3.4195 | 1.173 | 1.248 | 1.8655 | 0.8735 |
Largest Winning Trade | 223433 | 223433 | 70371 | 537952 | 537952 | 216168 |
Largest Losing Trade | -44185 | -29188 | -44185 | -376330 | -151954 | -376330 |
Avg Bars in Trades | 164 | 139 | 189 | 164 | 139 | 189 |
Avg Bars in Winners | 218 | 181 | 252 | 218 | 181 | 252 |
Avg Bars in Losers | 120 | 108 | 132 | 120 | 108 | 132 |
Bars Traded | 11330 | 4899 | 6431 | 11330 | 4899 | 6431 |
Profit Streak | 0 | 0 | 79.4896 | 0 | 0 | 79.4896 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97255 | 353380 | -522658 | -487950 | -89237 | -581381 |
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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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