Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404556.9125 | 371161.725 | 33395.1875 | 530400.4341 | 458390.0319 | 72010.4021 |
Total P&L (%) | 404.5569 | 371.1617 | 33.3952 | 530.4004 | 458.39 | 72.0104 |
Avg Daily Profit (%) | 0.2865 | 0.2629 | 0.0237 | 0.1305 | 0.1219 | 0.0384 |
Buy And Hold Return (%) | 71.2248 | 71.2248 | 71.2248 | 71.2248 | 71.2248 | 71.2248 |
Max Trade Drawdown | -96087 | -77304 | -87131 | -397214 | -339488 | -332741 |
Profit Factor | 2.0926 | 3.1612 | 1.1682 | 1.3899 | 1.6788 | 1.1051 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 52 | 55.2632 | 48.6486 | 52 | 55.2632 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.9317 | 2.5591 | 1.2331 | 1.2829 | 1.359 | 1.1665 |
Largest Winning Trade | 160933 | 160933 | 71013 | 288452 | 288452 | 189040 |
Largest Losing Trade | -37199 | -31445 | -37199 | -189696 | -134372 | -189696 |
Avg Bars in Trades | 105 | 111 | 99 | 105 | 111 | 99 |
Avg Bars in Winners | 141 | 148 | 132 | 141 | 148 | 132 |
Avg Bars in Losers | 67 | 66 | 67 | 67 | 66 | 67 |
Bars Traded | 7929 | 4245 | 3684 | 7929 | 4245 | 3684 |
Profit Streak | 0 | 0 | 601.185 | 0 | 0 | 601.185 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49558 | 493291 | -362096 | -78780 | -27892 | -408408 |
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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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