Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350408.2362 | 310002.1806 | 40406.0556 | 892679.7673 | 1084716.2317 | -192036.4644 |
Total P&L (%) | 350.4082 | 310.0022 | 40.4061 | 892.6798 | 1084.7162 | -192.0365 |
Avg Daily Profit (%) | 0.4004 | 0.3542 | 0.0462 | 0.2626 | 0.2828 | 0 |
Buy And Hold Return (%) | 439.7598 | 439.7598 | 439.7598 | 439.7598 | 439.7598 | 439.7598 |
Max Trade Drawdown | -46664 | -48254 | -47635 | -565508 | -255527 | -376477 |
Profit Factor | 2.3725 | 3.6615 | 1.291 | 1.4646 | 2.2154 | 0.8134 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 50.6024 | 52.381 | 48.7805 | 50.6024 | 52.381 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.316 | 3.3286 | 1.3556 | 1.4297 | 2.014 | 0.854 |
Largest Winning Trade | 120599 | 120599 | 31580 | 617026 | 617026 | 292555 |
Largest Losing Trade | -21223 | -21223 | -19935 | -156288 | -140189 | -156288 |
Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Winners | 59 | 53 | 65 | 59 | 53 | 65 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 3292 | 1572 | 1720 | 3292 | 1572 | 1720 |
Profit Streak | 0 | 0 | 12.4989 | 0 | 0 | 12.4989 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153124 | -149673 | -296824 | 63841 | 343277 | -580600 |
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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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