Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277621.9903 | 254873.043 | 22748.9472 | 464359.6653 | 847240.6534 | -382880.9881 |
Total P&L (%) | 277.622 | 254.873 | 22.7489 | 464.3597 | 847.2407 | -382.881 |
Avg Daily Profit (%) | 0.3115 | 0.2859 | 0.0255 | 0.1943 | 0.2526 | 0 |
Buy And Hold Return (%) | 264.8466 | 264.8466 | 264.8466 | 264.8466 | 264.8466 | 264.8466 |
Max Trade Drawdown | -77271 | -35886 | -71495 | -911067 | -385144 | -584584 |
Profit Factor | 1.9563 | 3.5115 | 1.1205 | 1.2165 | 2.0084 | 0.7066 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 62.1212 | 63.6364 | 60.6061 | 62.1212 | 63.6364 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.1929 | 2.0066 | 0.7283 | 0.7417 | 1.1477 | 0.4593 |
Largest Winning Trade | 85303 | 85303 | 31631 | 460372 | 460372 | 167357 |
Largest Losing Trade | -34610 | -17046 | -34610 | -367083 | -217950 | -367083 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 42 | 42 | 43 | 42 | 42 | 43 |
Avg Bars in Losers | 30 | 25 | 35 | 30 | 25 | 35 |
Bars Traded | 2533 | 1197 | 1336 | 2533 | 1197 | 1336 |
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 | -266520 | -148975 | -412877 | -129982 | 360036 | -579427 |
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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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