Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305529.929 | 290387.1772 | 15142.7518 | 923011.2196 | 1101035.4625 | -178024.2429 |
Total P&L (%) | 305.5299 | 290.3872 | 15.1428 | 923.0112 | 1101.0355 | -178.0242 |
Avg Daily Profit (%) | 0.3751 | 0.3565 | 0.0186 | 0.2859 | 0.3057 | 0 |
Buy And Hold Return (%) | 452.5778 | 452.5778 | 452.5778 | 452.5778 | 452.5778 | 452.5778 |
Max Trade Drawdown | -67142 | -50205 | -40550 | -695607 | -516392 | -446322 |
Profit Factor | 2.9362 | 3.8147 | 1.2772 | 1.6287 | 2.171 | 0.6627 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Losing Trades | 17 | 4 | 13 | 17 | 4 | 13 |
Profitability (%) | 73.8462 | 87.5 | 60.6061 | 73.8462 | 87.5 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.0399 | 0.545 | 0.8302 | 0.5768 | 0.3101 | 0.4307 |
Largest Winning Trade | 41472 | 41472 | 11674 | 179987 | 179987 | 52572 |
Largest Losing Trade | -49889 | -49889 | -19143 | -462077 | -462077 | -215801 |
Avg Bars in Trades | 42 | 77 | 7 | 42 | 77 | 7 |
Avg Bars in Winners | 31 | 50 | 4 | 31 | 50 | 4 |
Avg Bars in Losers | 71 | 268 | 10 | 71 | 268 | 10 |
Bars Traded | 2730 | 2494 | 236 | 2730 | 2494 | 236 |
Profit Streak | 0 | 185.2149 | 0 | 0 | 185.2149 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -285072 | -146700 | -333890 | -130456 | 441357 | -579150 |
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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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