Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390469.3821 | 360181.7857 | 30287.5964 | 266011.1124 | 143087.9569 | 122923.1555 |
Total P&L (%) | 390.4694 | 360.1818 | 30.2876 | 266.0111 | 143.088 | 122.9232 |
Avg Daily Profit (%) | 0.2129 | 0.1964 | 0.0165 | 0.0708 | 0.0485 | 0.0437 |
Buy And Hold Return (%) | 72.4722 | 72.4722 | 72.4722 | 72.4722 | 72.4722 | 72.4722 |
Max Trade Drawdown | -136509 | -142820 | -10747 | -775949 | -846891 | -53391 |
Profit Factor | 1.9991 | 2.0118 | 1.8696 | 1.1499 | 1.0861 | 2.087 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 69.6629 | 70.4545 | 68.8889 | 69.6629 | 70.4545 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.8706 | 0.8437 | 0.8443 | 0.5008 | 0.4555 | 0.9425 |
Largest Winning Trade | 131386 | 131386 | 8305 | 384671 | 384671 | 26836 |
Largest Losing Trade | -60033 | -60033 | -6404 | -446643 | -446643 | -43387 |
Avg Bars in Trades | 77 | 154 | 1 | 77 | 154 | 1 |
Avg Bars in Winners | 47 | 92 | 1 | 47 | 92 | 1 |
Avg Bars in Losers | 146 | 302 | 1 | 146 | 302 | 1 |
Bars Traded | 6863 | 6799 | 64 | 6863 | 6799 | 64 |
Profit Streak | 0 | 14.8552 | 0 | 0 | 14.8552 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386708 | 380641 | -332998 | -155187 | -259429 | -139436 |
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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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