Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474937.1779 | 461187.8918 | 13749.2861 | 133451.0253 | 176700.8371 | -43249.8118 |
Total P&L (%) | 474.9372 | 461.1879 | 13.7493 | 133.451 | 176.7008 | -43.2498 |
Avg Daily Profit (%) | 0.2624 | 0.2548 | 0.0076 | 0.0469 | 0.0562 | -0.0313 |
Buy And Hold Return (%) | 131.9246 | 131.9246 | 131.9246 | 131.9246 | 131.9246 | 131.9246 |
Max Trade Drawdown | -175170 | -79961 | -129603 | -173386 | -156274 | -129353 |
Profit Factor | 1.8284 | 2.6769 | 1.0461 | 1.1987 | 1.5475 | 0.876 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 53.2258 | 54.8387 | 51.6129 | 53.2258 | 54.8387 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.6068 | 2.2045 | 0.9807 | 1.0534 | 1.2744 | 0.8212 |
Largest Winning Trade | 198581 | 198581 | 63387 | 111015 | 111015 | 56190 |
Largest Losing Trade | -77272 | -42794 | -77272 | -119281 | -119281 | -111566 |
Avg Bars in Trades | 83 | 89 | 76 | 83 | 89 | 76 |
Avg Bars in Winners | 102 | 106 | 98 | 102 | 106 | 98 |
Avg Bars in Losers | 61 | 69 | 53 | 61 | 69 | 53 |
Bars Traded | 5149 | 2785 | 2364 | 5149 | 2785 | 2364 |
Profit Streak | 0 | 174.0507 | 0 | 0 | 174.0507 | 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 | -149035 | 434947 | -519775 | -452513 | -174843 | -580608 |
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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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