Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199231.6549 | 128109.8249 | 71121.83 | 431898.4333 | 377812.4449 | 54085.9884 |
Total P&L (%) | 199.2317 | 128.1098 | 71.1218 | 431.8984 | 377.8124 | 54.086 |
Avg Daily Profit (%) | 0.765 | 0.4919 | 0.2731 | 0.6438 | 0.6024 | 0.1662 |
Buy And Hold Return (%) | 19.3583 | 19.3583 | 19.3583 | 19.3583 | 19.3583 | 19.3583 |
Max Trade Drawdown | -52282 | -22946 | -39239 | -391014 | -133096 | -314819 |
Profit Factor | 1.9313 | 2.1398 | 1.7005 | 1.3853 | 1.7498 | 1.0877 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 69.5313 | 70.3125 | 68.75 | 69.5313 | 70.3125 | 68.75 |
Ratio Avg Win / Avg Loss | 0.8463 | 0.9035 | 0.7729 | 0.6071 | 0.7388 | 0.4944 |
Largest Winning Trade | 23118 | 23118 | 13012 | 58224 | 58224 | 45598 |
Largest Losing Trade | -33649 | -20534 | -33649 | -282638 | -116006 | -282638 |
Avg Bars in Trades | 193 | 263 | 122 | 193 | 263 | 122 |
Avg Bars in Winners | 141 | 180 | 101 | 141 | 180 | 101 |
Avg Bars in Losers | 310 | 460 | 169 | 310 | 460 | 169 |
Bars Traded | 24711 | 16843 | 7868 | 24711 | 16843 | 7868 |
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 | 533375 | -126789 | -131967 | 425838 | -126342 | -259864 |
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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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