Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352189.5196 | 261103.7773 | 91085.7423 | 515498.1785 | 144856.5019 | 370641.6766 |
Total P&L (%) | 352.1895 | 261.1038 | 91.0857 | 515.4982 | 144.8565 | 370.6417 |
Avg Daily Profit (%) | 0.2877 | 0.2133 | 0.0744 | 0.1486 | 0.0732 | 0.1266 |
Buy And Hold Return (%) | 59.6842 | 59.6842 | 59.6842 | 59.6842 | 59.6842 | 59.6842 |
Max Trade Drawdown | -57134 | -47669 | -44131 | -191645 | -130368 | -118268 |
Profit Factor | 2.3513 | 2.8629 | 1.7561 | 1.6126 | 1.3009 | 2.0293 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 44.4444 | 43.75 | 45.1613 | 44.4444 | 43.75 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.9391 | 3.6808 | 2.1324 | 2.0158 | 1.6726 | 2.4642 |
Largest Winning Trade | 174115 | 174115 | 50035 | 207371 | 150697 | 207371 |
Largest Losing Trade | -21884 | -21884 | -21286 | -130368 | -130368 | -61276 |
Avg Bars in Trades | 73 | 69 | 78 | 73 | 69 | 78 |
Avg Bars in Winners | 105 | 93 | 116 | 105 | 93 | 116 |
Avg Bars in Losers | 48 | 50 | 46 | 48 | 50 | 46 |
Bars Traded | 4656 | 2224 | 2432 | 4656 | 2224 | 2432 |
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 | -141321 | 318538 | -102225 | -144669 | -100525 | -22563 |
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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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