Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438438.3031 | 371516.3155 | 66921.9875 | 869331.9822 | 957800.9051 | -88468.9229 |
Total P&L (%) | 438.4383 | 371.5163 | 66.922 | 869.332 | 957.8009 | -88.4689 |
Avg Daily Profit (%) | 0.4949 | 0.4193 | 0.0755 | 0.2567 | 0.2666 | -0.2435 |
Buy And Hold Return (%) | 184.8212 | 184.8212 | 184.8212 | 184.8212 | 184.8212 | 184.8212 |
Max Trade Drawdown | -58534 | -39034 | -61741 | -339444 | -271142 | -349139 |
Profit Factor | 2.7722 | 4.5554 | 1.4683 | 1.6567 | 2.9534 | 0.8938 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 67.6923 | 63.6364 | 71.875 | 67.6923 | 63.6364 | 71.875 |
Ratio Avg Win / Avg Loss | 1.3231 | 2.6031 | 0.5745 | 0.7907 | 1.6877 | 0.3498 |
Largest Winning Trade | 228318 | 228318 | 57745 | 491816 | 491816 | 158091 |
Largest Losing Trade | -58534 | -31724 | -58534 | -310830 | -214750 | -310830 |
Avg Bars in Trades | 51 | 59 | 43 | 51 | 59 | 43 |
Avg Bars in Winners | 45 | 52 | 39 | 45 | 52 | 39 |
Avg Bars in Losers | 64 | 71 | 56 | 64 | 71 | 56 |
Bars Traded | 3371 | 1966 | 1405 | 3371 | 1966 | 1405 |
Profit Streak | 0 | 0 | 145.3246 | 0 | 0 | 145.3246 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123793 | 427898 | -254662 | -126420 | 532009 | -577012 |
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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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