Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343955.3263 | 299593.5994 | 44361.7269 | 862697.8464 | 909946.8656 | -47249.0192 |
Total P&L (%) | 343.9553 | 299.5936 | 44.3617 | 862.6978 | 909.9469 | -47.249 |
Avg Daily Profit (%) | 0.3897 | 0.3394 | 0.0503 | 0.2569 | 0.2623 | -0.0724 |
Buy And Hold Return (%) | 267.903 | 267.903 | 267.903 | 267.903 | 267.903 | 267.903 |
Max Trade Drawdown | -54682 | -24698 | -52385 | -845287 | -329053 | -668524 |
Profit Factor | 2.3184 | 3.8437 | 1.2852 | 1.4257 | 2.0317 | 0.9587 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 58.2278 | 57.5 | 58.9744 | 58.2278 | 57.5 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.6632 | 2.841 | 0.8941 | 1.0228 | 1.5017 | 0.6669 |
Largest Winning Trade | 104263 | 104263 | 38048 | 588481 | 588481 | 498314 |
Largest Losing Trade | -30544 | -15215 | -30544 | -403571 | -172769 | -403571 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 39 | 38 | 39 | 39 | 38 | 39 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 2478 | 1223 | 1255 | 2478 | 1223 | 1255 |
Profit Streak | 0 | 0 | 18.8287 | 0 | 0 | 18.8287 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93735 | -112216 | -291500 | -23472 | 384254 | -579033 |
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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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