Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423247.3431 | 355534.8568 | 67712.4863 | 251750.9329 | 119871.4045 | 131879.5284 |
Total P&L (%) | 423.2473 | 355.5349 | 67.7125 | 251.7509 | 119.8714 | 131.8795 |
Avg Daily Profit (%) | 0.2996 | 0.2517 | 0.0479 | 0.0891 | 0.0558 | 0.0596 |
Buy And Hold Return (%) | 81.6914 | 81.6914 | 81.6914 | 81.6914 | 81.6914 | 81.6914 |
Max Trade Drawdown | -110345 | -70189 | -75647 | -413185 | -335282 | -163873 |
Profit Factor | 2.028 | 2.4558 | 1.4042 | 1.1907 | 1.1295 | 1.3341 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 62.2951 | 61.2903 | 63.3333 | 62.2951 | 61.2903 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.2275 | 1.551 | 0.813 | 0.7207 | 0.7134 | 0.7724 |
Largest Winning Trade | 137645 | 137645 | 25423 | 269162 | 269162 | 118147 |
Largest Losing Trade | -71732 | -70189 | -71732 | -332326 | -332326 | -152977 |
Avg Bars in Trades | 43 | 41 | 46 | 43 | 41 | 46 |
Avg Bars in Winners | 41 | 36 | 46 | 41 | 36 | 46 |
Avg Bars in Losers | 46 | 49 | 44 | 46 | 49 | 44 |
Bars Traded | 2656 | 1275 | 1381 | 2656 | 1275 | 1381 |
Profit Streak | 0 | 0 | 599.9126 | 0 | 0 | 599.9126 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154402 | 441257 | -293348 | -253948 | -217118 | -121961 |
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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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