Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457582.7274 | 367191.2168 | 90391.5106 | 1409781.7491 | 1063502.3273 | 346279.4219 |
Total P&L (%) | 457.5827 | 367.1912 | 90.3915 | 1409.7817 | 1063.5023 | 346.2794 |
Avg Daily Profit (%) | 0.4393 | 0.3525 | 0.0868 | 0.2609 | 0.2359 | 0.1437 |
Buy And Hold Return (%) | 199.9664 | 199.9664 | 199.9664 | 199.9664 | 199.9664 | 199.9664 |
Max Trade Drawdown | -36953 | -30114 | -44674 | -251374 | -155870 | -165868 |
Profit Factor | 2.8352 | 4.3734 | 1.6434 | 2.4862 | 3.9711 | 1.5863 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 44.1558 | 39.4737 | 48.7179 | 44.1558 | 39.4737 | 48.7179 |
Ratio Avg Win / Avg Loss | 3.5857 | 6.7059 | 1.7299 | 3.1444 | 6.089 | 1.6698 |
Largest Winning Trade | 239458 | 239458 | 31187 | 485601 | 485601 | 192656 |
Largest Losing Trade | -30632 | -14366 | -30632 | -165868 | -84426 | -165868 |
Avg Bars in Trades | 312 | 311 | 314 | 312 | 311 | 314 |
Avg Bars in Winners | 504 | 551 | 466 | 504 | 551 | 466 |
Avg Bars in Losers | 161 | 154 | 169 | 161 | 154 | 169 |
Bars Traded | 24074 | 11819 | 12255 | 24074 | 11819 | 12255 |
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 | -38439 | 151163 | -240248 | -35253 | 366591 | -7421 |
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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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