Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441230.4797 | 395428.6888 | 45801.791 | 247765.9208 | 66150.3531 | 181615.5676 |
Total P&L (%) | 441.2305 | 395.4287 | 45.8018 | 247.7659 | 66.1504 | 181.6156 |
Avg Daily Profit (%) | 0.2297 | 0.2058 | 0.0238 | 0.0649 | 0.0264 | 0.0539 |
Buy And Hold Return (%) | 27.6414 | 27.6414 | 27.6414 | 27.6414 | 27.6414 | 27.6414 |
Max Trade Drawdown | -138872 | -140987 | -81543 | -520900 | -513184 | -131395 |
Profit Factor | 1.8356 | 2.45 | 1.1794 | 1.1802 | 1.0806 | 1.3276 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 52.8571 | 54.2857 | 51.4286 | 52.8571 | 54.2857 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.6372 | 2.0632 | 1.1139 | 1.0526 | 0.91 | 1.2538 |
Largest Winning Trade | 156496 | 156496 | 41567 | 190631 | 190631 | 162107 |
Largest Losing Trade | -62077 | -62077 | -45715 | -258594 | -258594 | -110268 |
Avg Bars in Trades | 103 | 115 | 92 | 103 | 115 | 92 |
Avg Bars in Winners | 118 | 114 | 122 | 118 | 114 | 122 |
Avg Bars in Losers | 87 | 116 | 59 | 87 | 116 | 59 |
Bars Traded | 7277 | 4045 | 3232 | 7277 | 4045 | 3232 |
Profit Streak | 0 | 122.8359 | 0 | 0 | 122.8359 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86771 | 498391 | -193224 | -226717 | -293850 | -120781 |
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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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