Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537890.0285 | 508068.3269 | 29821.7016 | 111408.8765 | -30226.4202 | 141635.2967 |
Total P&L (%) | 537.89 | 508.0683 | 29.8217 | 111.4089 | -30.2264 | 141.6353 |
Avg Daily Profit (%) | 0.2773 | 0.2619 | 0.0154 | 0.0386 | -0.0186 | 0.0455 |
Buy And Hold Return (%) | 13.1679 | 13.1679 | 13.1679 | 13.1679 | 13.1679 | 13.1679 |
Max Trade Drawdown | -101926 | -66074 | -123962 | -295956 | -251088 | -177321 |
Profit Factor | 1.8146 | 2.9195 | 1.0754 | 1.0852 | 0.9498 | 1.2009 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 38.0282 | 36.1111 | 40 | 38.0282 | 36.1111 | 40 |
Ratio Avg Win / Avg Loss | 2.9571 | 5.1653 | 1.6131 | 1.7685 | 1.6804 | 1.8013 |
Largest Winning Trade | 320904 | 320904 | 61765 | 143160 | 110467 | 143160 |
Largest Losing Trade | -50647 | -31980 | -50647 | -110692 | -86745 | -110692 |
Avg Bars in Trades | 320 | 207 | 437 | 320 | 207 | 437 |
Avg Bars in Winners | 627 | 412 | 827 | 627 | 412 | 827 |
Avg Bars in Losers | 132 | 92 | 176 | 132 | 92 | 176 |
Bars Traded | 22774 | 7479 | 15295 | 22774 | 7479 | 15295 |
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 | -83792 | 314578 | -317837 | -362942 | -583403 | -135459 |
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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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