Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683102.0225 | 626322.1624 | 56779.8601 | 459478.4695 | 352300.6197 | 107177.8498 |
Total P&L (%) | 683.102 | 626.3222 | 56.7799 | 459.4785 | 352.3006 | 107.1779 |
Avg Daily Profit (%) | 0.371 | 0.3402 | 0.0308 | 0.0936 | 0.082 | 0.0396 |
Buy And Hold Return (%) | 102.8091 | 102.8091 | 102.8091 | 102.8091 | 102.8091 | 102.8091 |
Max Trade Drawdown | -99215 | -94789 | -30042 | -126092 | -76238 | -89465 |
Profit Factor | 2.2997 | 3.2642 | 1.2281 | 1.7497 | 2.1015 | 1.3658 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 52.6316 | 44.7368 | 60.5263 | 52.6316 | 44.7368 | 60.5263 |
Ratio Avg Win / Avg Loss | 2.0697 | 4.0323 | 0.8009 | 1.5747 | 2.596 | 0.8907 |
Largest Winning Trade | 415668 | 415668 | 43626 | 206760 | 206760 | 85701 |
Largest Losing Trade | -74070 | -55722 | -74070 | -89465 | -76117 | -89465 |
Avg Bars in Trades | 68 | 78 | 58 | 68 | 78 | 58 |
Avg Bars in Winners | 87 | 113 | 68 | 87 | 113 | 68 |
Avg Bars in Losers | 46 | 49 | 42 | 46 | 49 | 42 |
Bars Traded | 5183 | 2979 | 2204 | 5183 | 2979 | 2204 |
Profit Streak | 0 | 0 | 144.7803 | 0 | 0 | 144.7803 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39795 | 462132 | -317533 | -119969 | -84229 | -291829 |
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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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