Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312818.296 | 285172.7721 | 27645.5238 | 749046.5589 | 1076185.0096 | -327138.4507 |
Total P&L (%) | 312.8183 | 285.1728 | 27.6455 | 749.0466 | 1076.185 | -327.1385 |
Avg Daily Profit (%) | 0.3543 | 0.323 | 0.0313 | 0.2425 | 0.2795 | 0 |
Buy And Hold Return (%) | 231.5687 | 231.5687 | 231.5687 | 231.5687 | 231.5687 | 231.5687 |
Max Trade Drawdown | -78652 | -49497 | -75763 | -829150 | -373100 | -794910 |
Profit Factor | 2.1341 | 2.6603 | 1.2657 | 1.3501 | 1.947 | 0.6739 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 62.2951 | 63.3333 | 61.2903 | 62.2951 | 63.3333 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.2917 | 1.5402 | 0.7994 | 0.8171 | 1.1272 | 0.4256 |
Largest Winning Trade | 53067 | 53067 | 15982 | 392664 | 392664 | 75382 |
Largest Losing Trade | -32831 | -32831 | -28479 | -394367 | -273181 | -394367 |
Avg Bars in Trades | 53 | 92 | 15 | 53 | 92 | 15 |
Avg Bars in Winners | 42 | 67 | 17 | 42 | 67 | 17 |
Avg Bars in Losers | 71 | 136 | 12 | 71 | 136 | 12 |
Bars Traded | 3271 | 2788 | 483 | 3271 | 2788 | 483 |
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 | -209137 | -78333 | -316930 | -160184 | 408183 | -579076 |
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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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