Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400774.5367 | 359264.771 | 41509.7656 | 386895.1715 | 545703.3155 | -158808.1441 |
Total P&L (%) | 400.7745 | 359.2648 | 41.5098 | 386.8952 | 545.7033 | -158.8081 |
Avg Daily Profit (%) | 0.3847 | 0.3449 | 0.0398 | 0.1521 | 0.1792 | 0 |
Buy And Hold Return (%) | 84.705 | 84.705 | 84.705 | 84.705 | 84.705 | 84.705 |
Max Trade Drawdown | -87493 | -58437 | -59951 | -1035655 | -654223 | -544396 |
Profit Factor | 2.1761 | 3.304 | 1.2246 | 1.121 | 1.3656 | 0.9069 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 39.1892 | 37.8378 | 40.5405 | 39.1892 | 37.8378 | 40.5405 |
Ratio Avg Win / Avg Loss | 3.3767 | 5.428 | 1.796 | 1.7394 | 2.2435 | 1.3301 |
Largest Winning Trade | 301387 | 301387 | 48003 | 724220 | 724220 | 410913 |
Largest Losing Trade | -15633 | -14513 | -15633 | -200435 | -200435 | -180395 |
Avg Bars in Trades | 326 | 302 | 349 | 326 | 302 | 349 |
Avg Bars in Winners | 591 | 543 | 635 | 591 | 543 | 635 |
Avg Bars in Losers | 155 | 156 | 154 | 155 | 156 | 154 |
Bars Traded | 24148 | 11208 | 12940 | 24148 | 11208 | 12940 |
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 | -61213 | 303995 | -308391 | -153828 | 156967 | -582784 |
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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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