Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186995.3458 | 130383.39 | 56611.9559 | 314061.4696 | 160857.6498 | 153203.8198 |
Total P&L (%) | 186.9953 | 130.3834 | 56.612 | 314.0615 | 160.8577 | 153.2038 |
Avg Daily Profit (%) | 2.1541 | 1.5019 | 0.6521 | 1.6502 | 1.1106 | 1.0759 |
Buy And Hold Return (%) | 34.1676 | 34.1676 | 34.1676 | 34.1676 | 34.1676 | 34.1676 |
Max Trade Drawdown | -22759 | -16798 | -8739 | -78682 | -62922 | -30427 |
Profit Factor | 2.9295 | 3.2784 | 2.4264 | 2.0601 | 1.8747 | 2.3636 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 41.0959 | 36.1111 | 45.9459 | 41.0959 | 36.1111 | 45.9459 |
Ratio Avg Win / Avg Loss | 4.1989 | 5.8002 | 2.8546 | 2.9528 | 3.3167 | 2.7807 |
Largest Winning Trade | 105887 | 105887 | 15673 | 165738 | 165738 | 55450 |
Largest Losing Trade | -8739 | -8382 | -8739 | -30427 | -26633 | -30427 |
Avg Bars in Trades | 338 | 306 | 369 | 338 | 306 | 369 |
Avg Bars in Winners | 603 | 632 | 580 | 603 | 632 | 580 |
Avg Bars in Losers | 153 | 121 | 189 | 153 | 121 | 189 |
Bars Traded | 24681 | 11017 | 13664 | 24681 | 11017 | 13664 |
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 | -63186 | 356042 | 122922 | -64283 | 274836 | 438511 |
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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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