Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444948.9245 | 393824.5916 | 51124.3328 | 188273.2863 | 215704.7893 | -27431.503 |
Total P&L (%) | 444.9489 | 393.8246 | 51.1243 | 188.2733 | 215.7048 | -27.4315 |
Avg Daily Profit (%) | 0.2611 | 0.2311 | 0.03 | 0.0622 | 0.0675 | -0.0188 |
Buy And Hold Return (%) | 54.8201 | 54.8201 | 54.8201 | 54.8201 | 54.8201 | 54.8201 |
Max Trade Drawdown | -77505 | -57430 | -43454 | -323334 | -209222 | -212953 |
Profit Factor | 2.068 | 2.8696 | 1.2482 | 1.1548 | 1.36 | 0.9555 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 47.619 | 38.7097 | 56.25 | 47.619 | 38.7097 | 56.25 |
Ratio Avg Win / Avg Loss | 2.2748 | 4.5435 | 0.9708 | 1.2703 | 2.1533 | 0.7432 |
Largest Winning Trade | 293398 | 293398 | 61760 | 181236 | 181236 | 100606 |
Largest Losing Trade | -67066 | -35018 | -67066 | -212953 | -54907 | -212953 |
Avg Bars in Trades | 76 | 78 | 74 | 76 | 78 | 74 |
Avg Bars in Winners | 111 | 120 | 105 | 111 | 120 | 105 |
Avg Bars in Losers | 44 | 51 | 34 | 44 | 51 | 34 |
Bars Traded | 4816 | 2428 | 2388 | 4816 | 2428 | 2388 |
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 | -139850 | 321649 | -319701 | -314786 | -107969 | -580000 |
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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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