Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342549.352 | 318839.3276 | 23710.0243 | 212815.0578 | 287606.0504 | -74790.9926 |
Total P&L (%) | 342.5494 | 318.8393 | 23.71 | 212.8151 | 287.6061 | -74.791 |
Avg Daily Profit (%) | 0.3288 | 0.3061 | 0.0228 | 0.1095 | 0.1301 | -0.1322 |
Buy And Hold Return (%) | 130.4413 | 130.4413 | 130.4413 | 130.4413 | 130.4413 | 130.4413 |
Max Trade Drawdown | -75372 | -61993 | -56741 | -567163 | -316426 | -314957 |
Profit Factor | 2.0234 | 3.1978 | 1.125 | 1.1384 | 1.4304 | 0.914 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 47.0588 | 47.0588 | 47.0588 | 47.0588 | 47.0588 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.2763 | 3.5975 | 1.2656 | 1.2807 | 1.6092 | 1.0282 |
Largest Winning Trade | 284929 | 284929 | 46227 | 397269 | 397269 | 200782 |
Largest Losing Trade | -29925 | -22120 | -29925 | -159773 | -137764 | -159773 |
Avg Bars in Trades | 355 | 336 | 374 | 355 | 336 | 374 |
Avg Bars in Winners | 515 | 480 | 549 | 515 | 480 | 549 |
Avg Bars in Losers | 213 | 207 | 219 | 213 | 207 | 219 |
Bars Traded | 24176 | 11436 | 12740 | 24176 | 11436 | 12740 |
Profit Streak | 0 | 21.9904 | 0 | 0 | 21.9904 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105797 | 363631 | -412399 | -239311 | -23419 | -580272 |
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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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