Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344631.3169 | 282648.0774 | 61983.2395 | 161705.3225 | 440896.9474 | -279191.6248 |
Total P&L (%) | 344.6313 | 282.6481 | 61.9832 | 161.7053 | 440.8969 | -279.1916 |
Avg Daily Profit (%) | 0.1893 | 0.1553 | 0.034 | 0.0529 | 0.0928 | 0 |
Buy And Hold Return (%) | 15.6293 | 15.6293 | 15.6293 | 15.6293 | 15.6293 | 15.6293 |
Max Trade Drawdown | -136368 | -91167 | -58657 | -1152705 | -624888 | -629314 |
Profit Factor | 1.733 | 2.0752 | 1.299 | 1.0652 | 1.3446 | 0.7676 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 50.6667 | 43.2432 | 57.8947 | 50.6667 | 43.2432 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.6874 | 2.7237 | 0.9447 | 1.0372 | 1.7649 | 0.5583 |
Largest Winning Trade | 172812 | 172812 | 52117 | 653127 | 653127 | 171835 |
Largest Losing Trade | -33975 | -33975 | -32799 | -381965 | -230606 | -381965 |
Avg Bars in Trades | 43 | 39 | 47 | 43 | 39 | 47 |
Avg Bars in Winners | 56 | 50 | 61 | 56 | 50 | 61 |
Avg Bars in Losers | 29 | 30 | 28 | 29 | 30 | 28 |
Bars Traded | 3252 | 1444 | 1808 | 3252 | 1444 | 1808 |
Profit Streak | 0 | 46.7371 | 0 | 0 | 46.7371 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50376 | 343811 | -150215 | -332341 | -69281 | -579741 |
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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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