Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392745.7686 | 361428.8063 | 31316.9624 | 164977.3783 | 123524.2735 | 41453.1048 |
Total P&L (%) | 392.7458 | 361.4288 | 31.317 | 164.9774 | 123.5243 | 41.4531 |
Avg Daily Profit (%) | 0.2427 | 0.2234 | 0.0194 | 0.0602 | 0.0497 | 0.0214 |
Buy And Hold Return (%) | 22.1062 | 22.1062 | 22.1062 | 22.1062 | 22.1062 | 22.1062 |
Max Trade Drawdown | -145396 | -152243 | -54325 | -563186 | -671955 | -295726 |
Profit Factor | 1.7745 | 2.0163 | 1.2068 | 1.0912 | 1.099 | 1.0738 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 52.6316 | 42.1053 | 63.1579 | 52.6316 | 42.1053 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.5971 | 2.7725 | 0.704 | 0.9821 | 1.5111 | 0.6264 |
Largest Winning Trade | 151830 | 151830 | 43686 | 260956 | 260956 | 187546 |
Largest Losing Trade | -51380 | -51380 | -29497 | -259557 | -259557 | -142264 |
Avg Bars in Trades | 245 | 393 | 97 | 245 | 393 | 97 |
Avg Bars in Winners | 333 | 673 | 105 | 333 | 673 | 105 |
Avg Bars in Losers | 148 | 190 | 82 | 148 | 190 | 82 |
Bars Traded | 18659 | 14964 | 3695 | 18659 | 14964 | 3695 |
Profit Streak | 0 | 0 | 860.7856 | 0 | 0 | 860.7856 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42084 | 309438 | -202209 | -287826 | -241048 | -309850 |
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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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