Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237830.2112 | 230556.4424 | 7273.7688 | 305335.2906 | 354144.754 | -48809.4634 |
Total P&L (%) | 237.8302 | 230.5564 | 7.2738 | 305.3353 | 354.1448 | -48.8095 |
Avg Daily Profit (%) | 0.2664 | 0.2583 | 0.0081 | 0.1569 | 0.1697 | -0.075 |
Buy And Hold Return (%) | 135.4298 | 135.4298 | 135.4298 | 135.4298 | 135.4298 | 135.4298 |
Max Trade Drawdown | -44158 | -34756 | -67087 | -155464 | -120320 | -164132 |
Profit Factor | 1.7678 | 2.8303 | 1.0396 | 1.4332 | 2.223 | 0.8825 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 47.8261 | 52.9412 | 42.8571 | 47.8261 | 52.9412 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.9286 | 2.5158 | 1.3861 | 1.5635 | 1.976 | 1.1766 |
Largest Winning Trade | 94480 | 94480 | 29766 | 119849 | 119849 | 66118 |
Largest Losing Trade | -24748 | -19030 | -24748 | -67713 | -46640 | -67713 |
Avg Bars in Trades | 151 | 146 | 155 | 151 | 146 | 155 |
Avg Bars in Winners | 204 | 186 | 226 | 204 | 186 | 226 |
Avg Bars in Losers | 101 | 101 | 102 | 101 | 101 | 102 |
Bars Traded | 10420 | 4985 | 5435 | 10420 | 4985 | 5435 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104096 | 180465 | -527496 | -103053 | 306110 | -581898 |
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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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