Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340820.4201 | 333253.8649 | 7566.5552 | 70351.5475 | 38798.7246 | 31552.8229 |
Total P&L (%) | 340.8204 | 333.2539 | 7.5666 | 70.3515 | 38.7987 | 31.5528 |
Avg Daily Profit (%) | 0.3272 | 0.3199 | 0.0073 | 0.0512 | 0.0315 | 0.0263 |
Buy And Hold Return (%) | 75.1202 | 75.1202 | 75.1202 | 75.1202 | 75.1202 | 75.1202 |
Max Trade Drawdown | -98142 | -74750 | -23392 | -356027 | -289926 | -66101 |
Profit Factor | 2.2332 | 2.4674 | 1.1536 | 1.098 | 1.0641 | 1.2798 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 44.7761 | 42.4242 | 47.0588 | 44.7761 | 42.4242 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.7543 | 3.3486 | 1.2978 | 1.3542 | 1.4442 | 1.4398 |
Largest Winning Trade | 380743 | 380743 | 21495 | 265140 | 265140 | 60217 |
Largest Losing Trade | -31898 | -31898 | -8103 | -167614 | -167614 | -28999 |
Avg Bars in Trades | 339 | 673 | 15 | 339 | 673 | 15 |
Avg Bars in Winners | 402 | 847 | 14 | 402 | 847 | 14 |
Avg Bars in Losers | 288 | 545 | 16 | 288 | 545 | 16 |
Bars Traded | 22753 | 22232 | 521 | 22753 | 22232 | 521 |
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 | -112095 | 307542 | -401305 | -526395 | -469563 | -324400 |
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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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