Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324372.4368 | 285311.9659 | 39060.4709 | 305991.8939 | 203968.6471 | 102023.2468 |
Total P&L (%) | 324.3724 | 285.312 | 39.0605 | 305.9919 | 203.9686 | 102.0232 |
Avg Daily Profit (%) | 0.3114 | 0.2739 | 0.0375 | 0.1346 | 0.1068 | 0.0675 |
Buy And Hold Return (%) | 74.347 | 74.347 | 74.347 | 74.347 | 74.347 | 74.347 |
Max Trade Drawdown | -107274 | -43285 | -73135 | -511341 | -295568 | -317470 |
Profit Factor | 1.9885 | 3.0025 | 1.2104 | 1.252 | 1.3796 | 1.1507 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 50.7692 | 48.4848 | 53.125 | 50.7692 | 48.4848 | 53.125 |
Ratio Avg Win / Avg Loss | 1.9282 | 3.1902 | 1.068 | 1.214 | 1.4658 | 1.0153 |
Largest Winning Trade | 232815 | 232815 | 33507 | 251184 | 251184 | 151718 |
Largest Losing Trade | -33881 | -25797 | -33881 | -147803 | -147803 | -110747 |
Avg Bars in Trades | 372 | 346 | 398 | 372 | 346 | 398 |
Avg Bars in Winners | 495 | 474 | 515 | 495 | 474 | 515 |
Avg Bars in Losers | 245 | 226 | 266 | 245 | 226 | 266 |
Bars Traded | 24201 | 11446 | 12755 | 24201 | 11446 | 12755 |
Profit Streak | 0 | 0 | 24.3911 | 0 | 0 | 24.3911 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125448 | 396251 | -307649 | -151565 | -53809 | -206070 |
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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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