Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420908.9467 | 364976.6433 | 55932.3035 | 664919.8254 | 618230.4622 | 46689.3632 |
Total P&L (%) | 420.9089 | 364.9766 | 55.9323 | 664.9198 | 618.2305 | 46.6894 |
Avg Daily Profit (%) | 0.4041 | 0.3504 | 0.0537 | 0.1955 | 0.1895 | 0.0368 |
Buy And Hold Return (%) | 167.6914 | 167.6914 | 167.6914 | 167.6914 | 167.6914 | 167.6914 |
Max Trade Drawdown | -61713 | -39928 | -48423 | -189486 | -222990 | -160764 |
Profit Factor | 2.3827 | 3.8972 | 1.3135 | 1.6112 | 2.3675 | 1.0734 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 45.7143 | 48.5714 | 42.8571 | 45.7143 | 48.5714 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.8295 | 4.1265 | 1.7513 | 1.9134 | 2.5068 | 1.4313 |
Largest Winning Trade | 254689 | 254689 | 31373 | 429755 | 429755 | 148289 |
Largest Losing Trade | -34814 | -24517 | -34814 | -160764 | -117379 | -160764 |
Avg Bars in Trades | 348 | 351 | 345 | 348 | 351 | 345 |
Avg Bars in Winners | 533 | 522 | 546 | 533 | 522 | 546 |
Avg Bars in Losers | 192 | 190 | 194 | 192 | 190 | 194 |
Bars Traded | 24401 | 12311 | 12089 | 24401 | 12311 | 12089 |
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 | -90086 | 346139 | -288500 | -91648 | 338079 | -452059 |
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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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