Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333462.1032 | 318308.705 | 15153.3981 | 126282.4649 | 155877.2332 | -29594.7683 |
Total P&L (%) | 333.4621 | 318.3087 | 15.1534 | 126.2825 | 155.8772 | -29.5948 |
Avg Daily Profit (%) | 0.3201 | 0.3056 | 0.0145 | 0.0784 | 0.0902 | -0.0337 |
Buy And Hold Return (%) | 114.6617 | 114.6617 | 114.6617 | 114.6617 | 114.6617 | 114.6617 |
Max Trade Drawdown | -96235 | -73188 | -23046 | -367340 | -274460 | -92880 |
Profit Factor | 2.2679 | 2.5046 | 1.2945 | 1.1704 | 1.2721 | 0.8243 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 53.8462 | 48.7179 | 58.9744 | 53.8462 | 48.7179 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.9439 | 2.6364 | 0.9005 | 1.0032 | 1.339 | 0.5734 |
Largest Winning Trade | 333999 | 333999 | 7053 | 339478 | 339478 | 22175 |
Largest Losing Trade | -38800 | -38800 | -11865 | -183667 | -183667 | -46214 |
Avg Bars in Trades | 305 | 570 | 40 | 305 | 570 | 40 |
Avg Bars in Winners | 367 | 764 | 40 | 367 | 764 | 40 |
Avg Bars in Losers | 232 | 385 | 41 | 232 | 385 | 41 |
Bars Traded | 23829 | 22244 | 1585 | 23829 | 22244 | 1585 |
Profit Streak | 0 | 159.698 | 0 | 0 | 159.698 | 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 | -28506 | 377078 | -339620 | -293906 | -126040 | -579594 |
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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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