Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372239.0385 | 332735.8009 | 39503.2377 | 99429.3958 | 36688.2173 | 62741.1786 |
Total P&L (%) | 372.239 | 332.7358 | 39.5032 | 99.4294 | 36.6882 | 62.7412 |
Avg Daily Profit (%) | 0.3443 | 0.3078 | 0.0365 | 0.0639 | 0.0289 | 0.0451 |
Buy And Hold Return (%) | 20.9996 | 20.9996 | 20.9996 | 20.9996 | 20.9996 | 20.9996 |
Max Trade Drawdown | -144500 | -101866 | -97994 | -620874 | -501661 | -281447 |
Profit Factor | 2.1072 | 2.9017 | 1.245 | 1.0904 | 1.0556 | 1.1425 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 50 | 45.4545 | 54.5455 | 50 | 45.4545 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.1072 | 3.482 | 1.0375 | 1.0904 | 1.2668 | 0.9521 |
Largest Winning Trade | 391838 | 391838 | 26748 | 473858 | 473858 | 151444 |
Largest Losing Trade | -40471 | -35879 | -40471 | -238720 | -238720 | -128750 |
Avg Bars in Trades | 46 | 50 | 41 | 46 | 50 | 41 |
Avg Bars in Winners | 43 | 41 | 44 | 43 | 41 | 44 |
Avg Bars in Losers | 49 | 58 | 38 | 49 | 58 | 38 |
Bars Traded | 3050 | 1666 | 1384 | 3050 | 1666 | 1384 |
Profit Streak | 0 | 0 | 76.3316 | 0 | 0 | 76.3316 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115637 | 442450 | -150486 | -358756 | -323933 | -199728 |
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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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