Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116081.4448 | 90846.8613 | 25234.5834 | 112537.7543 | 157641.3044 | -45103.5501 |
Total P&L (%) | 116.0814 | 90.8469 | 25.2346 | 112.5378 | 157.6413 | -45.1036 |
Avg Daily Profit (%) | 0.4457 | 0.3488 | 0.0969 | 0.2899 | 0.3641 | -0.23 |
Buy And Hold Return (%) | 21.3362 | 21.3362 | 21.3362 | 21.3362 | 21.3362 | 21.3362 |
Max Trade Drawdown | -83053 | -28827 | -59636 | -288365 | -93814 | -209254 |
Profit Factor | 1.6177 | 2.0126 | 1.2569 | 1.189 | 1.5721 | 0.859 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 41.8919 | 45.9459 | 37.8378 | 41.8919 | 45.9459 | 37.8378 |
Ratio Avg Win / Avg Loss | 2.2439 | 2.3678 | 2.0649 | 1.6493 | 1.8495 | 1.4112 |
Largest Winning Trade | 60553 | 60553 | 31924 | 125375 | 125375 | 96255 |
Largest Losing Trade | -10152 | -9678 | -10152 | -41946 | -33849 | -41946 |
Avg Bars in Trades | 327 | 307 | 347 | 327 | 307 | 347 |
Avg Bars in Winners | 589 | 497 | 702 | 589 | 497 | 702 |
Avg Bars in Losers | 138 | 147 | 131 | 138 | 147 | 131 |
Bars Traded | 24239 | 11389 | 12850 | 24239 | 11389 | 12850 |
Profit Streak | 0 | 31.6017 | 0 | 0 | 31.6017 | 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 | -61581 | 315248 | -177728 | -77582 | 356870 | -585231 |
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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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