Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484143.2458 | 441638.344 | 42504.9018 | 113083.0292 | 64099.5072 | 48983.5221 |
Total P&L (%) | 484.1432 | 441.6383 | 42.5049 | 113.083 | 64.0995 | 48.9835 |
Avg Daily Profit (%) | 0.1935 | 0.1765 | 0.017 | 0.0302 | 0.0198 | 0.0159 |
Buy And Hold Return (%) | 15.4493 | 15.4493 | 15.4493 | 15.4493 | 15.4493 | 15.4493 |
Max Trade Drawdown | -154316 | -78209 | -189880 | -275882 | -314871 | -207367 |
Profit Factor | 1.7802 | 2.5195 | 1.1288 | 1.0754 | 1.0747 | 1.0763 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 52.0548 | 51.3514 | 52.7778 | 52.0548 | 51.3514 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.6396 | 2.3869 | 1.01 | 0.9905 | 1.0182 | 0.963 |
Largest Winning Trade | 182459 | 182459 | 55877 | 151753 | 151753 | 127914 |
Largest Losing Trade | -74781 | -39704 | -74781 | -112279 | -112279 | -100790 |
Avg Bars in Trades | 99 | 140 | 56 | 99 | 140 | 56 |
Avg Bars in Winners | 111 | 154 | 69 | 111 | 154 | 69 |
Avg Bars in Losers | 85 | 125 | 42 | 85 | 125 | 42 |
Bars Traded | 7240 | 5190 | 2050 | 7240 | 5190 | 2050 |
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 | -65069 | 446539 | -251933 | -367756 | -306646 | -312446 |
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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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