Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379648.0607 | 314563.534 | 65084.5267 | 169540.5767 | 341747.1116 | -172206.5349 |
Total P&L (%) | 379.6481 | 314.5635 | 65.0845 | 169.5406 | 341.7471 | -172.2065 |
Avg Daily Profit (%) | 0.2227 | 0.1845 | 0.0382 | 0.0582 | 0.0872 | 0 |
Buy And Hold Return (%) | 73.2172 | 73.2172 | 73.2172 | 73.2172 | 73.2172 | 73.2172 |
Max Trade Drawdown | -84052 | -44812 | -99142 | -288886 | -154716 | -341512 |
Profit Factor | 1.8979 | 2.5411 | 1.2976 | 1.1799 | 1.8936 | 0.6924 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 54.6667 | 48.6486 | 60.5263 | 54.6667 | 48.6486 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.5739 | 2.6823 | 0.8463 | 0.9785 | 1.9988 | 0.4516 |
Largest Winning Trade | 153503 | 153503 | 43236 | 148873 | 148873 | 76358 |
Largest Losing Trade | -84052 | -25320 | -84052 | -288886 | -73692 | -288886 |
Avg Bars in Trades | 64 | 76 | 53 | 64 | 76 | 53 |
Avg Bars in Winners | 64 | 78 | 54 | 64 | 78 | 54 |
Avg Bars in Losers | 64 | 74 | 53 | 64 | 74 | 53 |
Bars Traded | 4862 | 2813 | 2049 | 4862 | 2813 | 2049 |
Profit Streak | 0 | 25.5689 | 0 | 0 | 25.5689 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50186 | 374288 | -307897 | -204692 | -74571 | -579400 |
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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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