Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302815.8853 | 162495.7121 | 140320.1732 | 708961.811 | 1414193.4438 | -705231.6328 |
Total P&L (%) | 302.8159 | 162.4957 | 140.3202 | 708.9618 | 1414.1934 | -705.2316 |
Avg Daily Profit (%) | 0.1677 | 0.09 | 0.0777 | 0.1158 | 0.1506 | 0 |
Buy And Hold Return (%) | 11.683 | 11.683 | 11.683 | 11.683 | 11.683 | 11.683 |
Max Trade Drawdown | -78806 | -63507 | -82316 | -1494436 | -192138 | -1578073 |
Profit Factor | 2.0796 | 2.3891 | 1.8582 | 1.2759 | 3.906 | 0.6614 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 64.7887 | 66.6667 | 62.8571 | 64.7887 | 66.6667 | 62.8571 |
Ratio Avg Win / Avg Loss | 1.1302 | 1.1945 | 1.098 | 0.6934 | 1.953 | 0.3909 |
Largest Winning Trade | 42533 | 42533 | 37367 | 355926 | 353106 | 355926 |
Largest Losing Trade | -44979 | -29113 | -44979 | -1036061 | -101819 | -1036061 |
Avg Bars in Trades | 41 | 47 | 35 | 41 | 47 | 35 |
Avg Bars in Winners | 35 | 41 | 29 | 35 | 41 | 29 |
Avg Bars in Losers | 53 | 59 | 47 | 53 | 59 | 47 |
Bars Traded | 2953 | 1699 | 1254 | 2953 | 1699 | 1254 |
Profit Streak | 0 | 0 | 227.5628 | 0 | 0 | 227.5628 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78895 | -67241 | -84546 | -128769 | 603591 | -578530 |
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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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