Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374478.0272 | 267852.7239 | 106625.3032 | 798490.914 | 273570.0189 | 524920.8951 |
Total P&L (%) | 374.478 | 267.8527 | 106.6253 | 798.4909 | 273.57 | 524.9209 |
Avg Daily Profit (%) | 0.3084 | 0.2206 | 0.0878 | 0.181 | 0.1086 | 0.151 |
Buy And Hold Return (%) | 28.7356 | 28.7356 | 28.7356 | 28.7356 | 28.7356 | 28.7356 |
Max Trade Drawdown | -60817 | -38317 | -70399 | -206045 | -196545 | -127201 |
Profit Factor | 2.2387 | 2.5794 | 1.8034 | 1.7281 | 1.3722 | 2.4509 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 59.6491 | 55.1724 | 64.2857 | 59.6491 | 55.1724 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.5144 | 2.0957 | 1.0019 | 1.169 | 1.1149 | 1.3616 |
Largest Winning Trade | 123369 | 123369 | 47858 | 263623 | 196507 | 263623 |
Largest Losing Trade | -39947 | -23548 | -39947 | -196545 | -196545 | -92824 |
Avg Bars in Trades | 61 | 54 | 68 | 61 | 54 | 68 |
Avg Bars in Winners | 73 | 64 | 82 | 73 | 64 | 82 |
Avg Bars in Losers | 42 | 42 | 42 | 42 | 42 | 42 |
Bars Traded | 3490 | 1585 | 1905 | 3490 | 1585 | 1905 |
Profit Streak | 0 | 0 | 137.9679 | 0 | 0 | 137.9679 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165440 | 479904 | -93721 | -168209 | -46877 | -6642 |
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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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