Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445541.2247 | 365736.4141 | 79804.8106 | 812925.1073 | 733337.1714 | 79587.936 |
Total P&L (%) | 445.5412 | 365.7364 | 79.8048 | 812.9251 | 733.3372 | 79.5879 |
Avg Daily Profit (%) | 0.2607 | 0.214 | 0.0467 | 0.1295 | 0.1242 | 0.0343 |
Buy And Hold Return (%) | 119.1164 | 119.1164 | 119.1164 | 119.1164 | 119.1164 | 119.1164 |
Max Trade Drawdown | -88881 | -48656 | -44182 | -1183126 | -675823 | -722635 |
Profit Factor | 2.2997 | 3.3586 | 1.4251 | 1.2766 | 1.5268 | 1.0515 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 57.8125 | 56.25 | 59.375 | 57.8125 | 56.25 | 59.375 |
Ratio Avg Win / Avg Loss | 1.6782 | 2.6123 | 0.9751 | 0.9316 | 1.1875 | 0.7194 |
Largest Winning Trade | 197406 | 197406 | 47176 | 471405 | 471405 | 379426 |
Largest Losing Trade | -44182 | -43178 | -44182 | -722635 | -479403 | -722635 |
Avg Bars in Trades | 152 | 151 | 154 | 152 | 151 | 154 |
Avg Bars in Winners | 186 | 181 | 191 | 186 | 181 | 191 |
Avg Bars in Losers | 107 | 112 | 100 | 107 | 112 | 100 |
Bars Traded | 9788 | 4841 | 4947 | 9788 | 4841 | 4947 |
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 | -132421 | 428125 | -295951 | -164053 | -25165 | -477294 |
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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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