Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366353.1412 | 359481.1657 | 6871.9756 | 298751.8755 | 150258.1152 | 148493.7602 |
Total P&L (%) | 366.3531 | 359.4812 | 6.872 | 298.7519 | 150.2581 | 148.4938 |
Avg Daily Profit (%) | 0.2595 | 0.2546 | 0.0049 | 0.098 | 0.065 | 0.0645 |
Buy And Hold Return (%) | 89.2151 | 89.2151 | 89.2151 | 89.2151 | 89.2151 | 89.2151 |
Max Trade Drawdown | -167442 | -90809 | -107675 | -732630 | -525648 | -304691 |
Profit Factor | 1.7875 | 2.4492 | 1.0316 | 1.192 | 1.1506 | 1.2659 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 46.6667 | 44.7368 | 48.6486 | 46.6667 | 44.7368 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.0429 | 3.0255 | 1.089 | 1.3623 | 1.4214 | 1.3362 |
Largest Winning Trade | 109972 | 109972 | 63040 | 295957 | 295957 | 282174 |
Largest Losing Trade | -42439 | -42439 | -30868 | -236877 | -236877 | -96256 |
Avg Bars in Trades | 105 | 91 | 120 | 105 | 91 | 120 |
Avg Bars in Winners | 153 | 150 | 156 | 153 | 150 | 156 |
Avg Bars in Losers | 64 | 44 | 86 | 64 | 44 | 86 |
Bars Traded | 7939 | 3482 | 4458 | 7939 | 3482 | 4458 |
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 | -53181 | 306908 | -538333 | -136806 | -171992 | -116584 |
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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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