Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126312.1631 | 210850.8765 | -84538.7134 | 175608.4271 | 44369.879 | 131238.5481 |
Total P&L (%) | 126.3122 | 210.8509 | -84.5387 | 175.6084 | 44.3699 | 131.2385 |
Avg Daily Profit (%) | 0.1019 | 0.1702 | -0.0682 | 0.0819 | 0.0296 | 0.0677 |
Buy And Hold Return (%) | 95.0611 | 95.0611 | 95.0611 | 95.0611 | 95.0611 | 95.0611 |
Max Trade Drawdown | -128100 | -50419 | -116760 | -171321 | -128022 | -91961 |
Profit Factor | 1.2199 | 2.3576 | 0.7983 | 1.2408 | 1.1449 | 1.31 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 59 | 30 | 29 | 57 | 30 | 27 |
Losing Trades | 16 | 7 | 9 | 18 | 7 | 11 |
Profitability (%) | 78.6667 | 81.0811 | 76.3158 | 76 | 81.0811 | 71.0526 |
Ratio Avg Win / Avg Loss | 0.3308 | 0.5501 | 0.2477 | 0.3918 | 0.2672 | 0.5337 |
Largest Winning Trade | 47047 | 33390 | 47047 | 299120 | 67466 | 299120 |
Largest Losing Trade | -202077 | -50419 | -202077 | -202077 | -128022 | -202077 |
Avg Bars in Trades | 45 | 54 | 37 | 45 | 54 | 37 |
Avg Bars in Winners | 27 | 32 | 22 | 31 | 32 | 30 |
Avg Bars in Losers | 113 | 147 | 86 | 91 | 144 | 57 |
Bars Traded | 3441 | 2002 | 1439 | 3441 | 2002 | 1439 |
Profit Streak | 0 | 156.4388 | 0 | 0 | 156.4388 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -179733 | 325974 | -577353 | -151143 | -376414 | -148722 |
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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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