Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649354.1842 | 619159.4866 | 30194.6976 | 596409.58 | 259260.927 | 337148.653 |
Total P&L (%) | 649.3542 | 619.1595 | 30.1947 | 596.4096 | 259.2609 | 337.1487 |
Avg Daily Profit (%) | 0.3562 | 0.3396 | 0.0166 | 0.1065 | 0.0702 | 0.0809 |
Buy And Hold Return (%) | 297.3103 | 297.3103 | 297.3103 | 297.3103 | 297.3103 | 297.3103 |
Max Trade Drawdown | -102647 | -67923 | -56678 | -1153307 | -1088721 | -365426 |
Profit Factor | 2.1845 | 3.2654 | 1.1098 | 1.2113 | 1.1493 | 1.3103 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 47.7612 | 50 | 45.4545 | 47.7612 | 50 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.3893 | 3.2654 | 1.3318 | 1.3248 | 1.1493 | 1.5724 |
Largest Winning Trade | 196734 | 196734 | 77011 | 863167 | 863167 | 490243 |
Largest Losing Trade | -66631 | -34983 | -66631 | -391108 | -391108 | -198831 |
Avg Bars in Trades | 321 | 319 | 323 | 321 | 319 | 323 |
Avg Bars in Winners | 484 | 469 | 500 | 484 | 469 | 500 |
Avg Bars in Losers | 172 | 168 | 175 | 172 | 168 | 175 |
Bars Traded | 21517 | 10851 | 10666 | 21517 | 10851 | 10666 |
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 | -114280 | 328232 | -437987 | -179822 | -321343 | -209498 |
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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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