Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307565.5302 | 294368.6311 | 13196.8991 | 24075.3193 | 128985.537 | -104910.2176 |
Total P&L (%) | 307.5655 | 294.3686 | 13.1969 | 24.0753 | 128.9855 | -104.9102 |
Avg Daily Profit (%) | 0.2473 | 0.2367 | 0.0106 | 0.0173 | 0.0666 | 0 |
Buy And Hold Return (%) | 10.0363 | 10.0363 | 10.0363 | 10.0363 | 10.0363 | 10.0363 |
Max Trade Drawdown | -157593 | -109349 | -53760 | -577410 | -399750 | -229238 |
Profit Factor | 1.5735 | 1.7998 | 1.0785 | 1.0174 | 1.1424 | 0.7789 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Profitability (%) | 57.1429 | 45.7143 | 68.5714 | 57.1429 | 45.7143 | 68.5714 |
Ratio Avg Win / Avg Loss | 1.1801 | 2.1372 | 0.4943 | 0.7631 | 1.3566 | 0.357 |
Largest Winning Trade | 216190 | 216190 | 27820 | 204679 | 204679 | 52378 |
Largest Losing Trade | -52159 | -42295 | -52159 | -227199 | -168318 | -227199 |
Avg Bars in Trades | 209 | 344 | 73 | 209 | 344 | 73 |
Avg Bars in Winners | 201 | 404 | 66 | 201 | 404 | 66 |
Avg Bars in Losers | 219 | 294 | 88 | 219 | 294 | 88 |
Bars Traded | 14640 | 12070 | 2570 | 14640 | 12070 | 2570 |
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 | -87793 | 348188 | -379961 | -474493 | -169567 | -578380 |
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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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