Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395757.3495 | 299233.9161 | 96523.4335 | 1321011.2052 | 972951.7794 | 348059.4258 |
Total P&L (%) | 395.7574 | 299.2339 | 96.5234 | 1321.0112 | 972.9518 | 348.0594 |
Avg Daily Profit (%) | 0.3799 | 0.2873 | 0.0927 | 0.2551 | 0.2281 | 0.1441 |
Buy And Hold Return (%) | 150.7143 | 150.7143 | 150.7143 | 150.7143 | 150.7143 | 150.7143 |
Max Trade Drawdown | -46782 | -45401 | -40023 | -533149 | -505570 | -330055 |
Profit Factor | 2.359 | 3.0963 | 1.6501 | 1.5004 | 1.7284 | 1.2668 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 46.4286 | 45.2381 | 47.619 | 46.4286 | 45.2381 | 47.619 |
Ratio Avg Win / Avg Loss | 2.7219 | 3.7482 | 1.8151 | 1.7312 | 2.0923 | 1.3935 |
Largest Winning Trade | 101108 | 101108 | 31501 | 571347 | 571347 | 262562 |
Largest Losing Trade | -17741 | -15316 | -17741 | -265124 | -205760 | -265124 |
Avg Bars in Trades | 289 | 272 | 306 | 289 | 272 | 306 |
Avg Bars in Winners | 412 | 399 | 423 | 412 | 399 | 423 |
Avg Bars in Losers | 182 | 167 | 199 | 182 | 167 | 199 |
Bars Traded | 24296 | 11444 | 12852 | 24296 | 11444 | 12852 |
Profit Streak | 0 | 32.2208 | 0 | 0 | 32.2208 | 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 | 325576 | 217041 | -232792 | 351492 | 357226 | -6527 |
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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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