Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420467.7432 | 371032.4701 | 49435.2731 | 877188.6692 | 714429.3431 | 162759.3261 |
Total P&L (%) | 420.4677 | 371.0325 | 49.4353 | 877.1887 | 714.4293 | 162.7593 |
Avg Daily Profit (%) | 0.2237 | 0.1974 | 0.0263 | 0.1213 | 0.1116 | 0.0514 |
Buy And Hold Return (%) | 152.499 | 152.499 | 152.499 | 152.499 | 152.499 | 152.499 |
Max Trade Drawdown | -79718 | -102399 | -17452 | -642148 | -740566 | -142071 |
Profit Factor | 2.6273 | 2.8762 | 1.8155 | 1.4459 | 1.4587 | 1.3976 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Profitability (%) | 66.1538 | 71.875 | 60.6061 | 66.1538 | 71.875 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.3442 | 1.1255 | 1.1801 | 0.7398 | 0.5708 | 0.9084 |
Largest Winning Trade | 170888 | 170888 | 14279 | 332230 | 332230 | 60839 |
Largest Losing Trade | -53854 | -53854 | -10060 | -551572 | -551572 | -90575 |
Avg Bars in Trades | 82 | 160 | 7 | 82 | 160 | 7 |
Avg Bars in Winners | 76 | 136 | 7 | 76 | 136 | 7 |
Avg Bars in Losers | 95 | 221 | 7 | 95 | 221 | 7 |
Bars Traded | 5376 | 5134 | 242 | 5376 | 5134 | 242 |
Profit Streak | 0 | 198.3303 | 0 | 0 | 198.3303 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125509 | 437052 | -319563 | -166052 | -41623 | -268477 |
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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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