Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386535.1736 | 345111.3357 | 41423.8379 | 983391.4389 | 1134670.0964 | -151278.6574 |
Total P&L (%) | 386.5352 | 345.1113 | 41.4238 | 983.3914 | 1134.6701 | -151.2787 |
Avg Daily Profit (%) | 0.4368 | 0.39 | 0.0468 | 0.2696 | 0.2844 | 0 |
Buy And Hold Return (%) | 232.0387 | 232.0387 | 232.0387 | 232.0387 | 232.0387 | 232.0387 |
Max Trade Drawdown | -52200 | -28628 | -43869 | -857661 | -184370 | -721764 |
Profit Factor | 2.7717 | 5.1914 | 1.305 | 1.483 | 2.5854 | 0.8854 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 48.6842 | 47.3684 | 50 | 48.6842 | 47.3684 | 50 |
Ratio Avg Win / Avg Loss | 2.9215 | 5.7683 | 1.305 | 1.5631 | 2.8727 | 0.8854 |
Largest Winning Trade | 124663 | 124663 | 39054 | 765112 | 765112 | 545154 |
Largest Losing Trade | -22690 | -13889 | -22690 | -292572 | -121468 | -292572 |
Avg Bars in Trades | 131 | 125 | 137 | 131 | 125 | 137 |
Avg Bars in Winners | 216 | 232 | 201 | 216 | 232 | 201 |
Avg Bars in Losers | 51 | 30 | 73 | 51 | 30 | 73 |
Bars Traded | 9995 | 4785 | 5210 | 9995 | 4785 | 5210 |
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 | -48471 | 71878 | -296047 | -45354 | 404916 | -580764 |
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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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