Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273933.7569 | 246373.4343 | 27560.3226 | 190319.9726 | 215913.2058 | -25593.2332 |
Total P&L (%) | 273.9338 | 246.3734 | 27.5603 | 190.32 | 215.9132 | -25.5932 |
Avg Daily Profit (%) | 0.2219 | 0.1996 | 0.0223 | 0.0864 | 0.0932 | -0.0239 |
Buy And Hold Return (%) | 66.7847 | 66.7847 | 66.7847 | 66.7847 | 66.7847 | 66.7847 |
Max Trade Drawdown | -58969 | -55333 | -64428 | -265791 | -276146 | -186038 |
Profit Factor | 1.7474 | 2.3765 | 1.147 | 1.1457 | 1.3096 | 0.9579 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 60.2941 | 61.7647 | 58.8235 | 60.2941 | 61.7647 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.1507 | 1.4711 | 0.8029 | 0.7545 | 0.8107 | 0.6706 |
Largest Winning Trade | 142175 | 142175 | 41211 | 143261 | 143261 | 90547 |
Largest Losing Trade | -54726 | -39634 | -54726 | -215904 | -215904 | -170924 |
Avg Bars in Trades | 69 | 79 | 59 | 69 | 79 | 59 |
Avg Bars in Winners | 40 | 47 | 33 | 40 | 47 | 33 |
Avg Bars in Losers | 113 | 130 | 97 | 113 | 130 | 97 |
Bars Traded | 4720 | 2694 | 2026 | 4720 | 2694 | 2026 |
Profit Streak | 0 | 112.7804 | 0 | 0 | 112.7804 | 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 | -104287 | 396007 | -388208 | -254943 | -70471 | -579651 |
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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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