Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363087.1591 | 331265.7897 | 31821.3695 | 745633.1705 | 915141.4719 | -169508.3014 |
Total P&L (%) | 363.0872 | 331.2658 | 31.8214 | 745.6332 | 915.1415 | -169.5083 |
Avg Daily Profit (%) | 0.4124 | 0.3763 | 0.0361 | 0.2428 | 0.2636 | 0 |
Buy And Hold Return (%) | 286.1698 | 286.1698 | 286.1698 | 286.1698 | 286.1698 | 286.1698 |
Max Trade Drawdown | -68653 | -60778 | -77568 | -928958 | -531921 | -768957 |
Profit Factor | 2.3272 | 3.4918 | 1.2263 | 1.2777 | 1.7367 | 0.8825 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 56 | 57.8947 | 54.0541 | 56 | 57.8947 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.8285 | 2.5395 | 1.0423 | 1.0039 | 1.263 | 0.7501 |
Largest Winning Trade | 112583 | 112583 | 39104 | 620352 | 620352 | 498864 |
Largest Losing Trade | -43866 | -19626 | -43866 | -694440 | -182457 | -694440 |
Avg Bars in Trades | 32 | 31 | 32 | 32 | 31 | 32 |
Avg Bars in Winners | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 2408 | 1212 | 1196 | 2408 | 1212 | 1196 |
Profit Streak | 0 | 0 | 15.48 | 0 | 0 | 15.48 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128510 | -99907 | -309641 | -55332 | 319089 | -579664 |
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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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