Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553794.287 | 529567.4236 | 24226.8635 | 75810.578 | 133654.5596 | -57843.9816 |
Total P&L (%) | 553.7943 | 529.5674 | 24.2269 | 75.8106 | 133.6546 | -57.844 |
Avg Daily Profit (%) | 0.3032 | 0.2899 | 0.0133 | 0.0309 | 0.0465 | -0.0473 |
Buy And Hold Return (%) | 144.2516 | 144.2516 | 144.2516 | 144.2516 | 144.2516 | 144.2516 |
Max Trade Drawdown | -77185 | -92020 | -37790 | -347144 | -223421 | -143329 |
Profit Factor | 2.2903 | 3.2445 | 1.1254 | 1.0777 | 1.252 | 0.87 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 49.2308 | 43.75 | 54.5455 | 49.2308 | 43.75 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.3619 | 4.1715 | 0.9378 | 1.1114 | 1.6097 | 0.725 |
Largest Winning Trade | 402114 | 402114 | 58586 | 394451 | 394451 | 93224 |
Largest Losing Trade | -44316 | -44316 | -32624 | -154616 | -154616 | -106739 |
Avg Bars in Trades | 48 | 40 | 55 | 48 | 40 | 55 |
Avg Bars in Winners | 69 | 57 | 78 | 69 | 57 | 78 |
Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
Bars Traded | 3131 | 1298 | 1833 | 3131 | 1298 | 1833 |
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 | -125383 | 361111 | -424631 | -588723 | -298178 | -580213 |
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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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