Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347707.9068 | 318517.5599 | 29190.3469 | 234147.1581 | 232886.6531 | 1260.5049 |
Total P&L (%) | 347.7079 | 318.5176 | 29.1903 | 234.1472 | 232.8867 | 1.2605 |
Avg Daily Profit (%) | 0.3338 | 0.3058 | 0.028 | 0.1159 | 0.1155 | 0.0012 |
Buy And Hold Return (%) | 148.2839 | 148.2839 | 148.2839 | 148.2839 | 148.2839 | 148.2839 |
Max Trade Drawdown | -92390 | -71588 | -20801 | -431707 | -324662 | -107044 |
Profit Factor | 2.4389 | 2.612 | 1.6627 | 1.2755 | 1.3494 | 1.0069 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 57.1429 | 50 | 64.1026 | 57.1429 | 50 | 64.1026 |
Ratio Avg Win / Avg Loss | 1.8292 | 2.612 | 0.9311 | 0.9566 | 1.3494 | 0.5639 |
Largest Winning Trade | 312693 | 312693 | 7646 | 410579 | 410579 | 45340 |
Largest Losing Trade | -37932 | -37932 | -11691 | -219286 | -219286 | -76533 |
Avg Bars in Trades | 299 | 568 | 36 | 299 | 568 | 36 |
Avg Bars in Winners | 267 | 576 | 31 | 267 | 576 | 31 |
Avg Bars in Losers | 341 | 560 | 44 | 341 | 560 | 44 |
Bars Traded | 23029 | 21611 | 1419 | 23029 | 21611 | 1419 |
Profit Streak | 0 | 97.9538 | 0 | 0 | 97.9538 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36251 | 308731 | -318999 | -94798 | -47175 | -569762 |
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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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