Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338773.325 | 278307.7167 | 60465.6083 | 539859.3864 | 247194.8987 | 292664.4877 |
Total P&L (%) | 338.7733 | 278.3077 | 60.4656 | 539.8594 | 247.1949 | 292.6645 |
Avg Daily Profit (%) | 0.1879 | 0.1544 | 0.0335 | 0.103 | 0.0691 | 0.0759 |
Buy And Hold Return (%) | 71.0128 | 71.0128 | 71.0128 | 71.0128 | 71.0128 | 71.0128 |
Max Trade Drawdown | -99203 | -52226 | -58346 | -279846 | -279846 | -144209 |
Profit Factor | 1.7339 | 2.4656 | 1.2225 | 1.3716 | 1.313 | 1.4413 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 63.8298 | 65.9574 | 61.7021 | 63.8298 | 65.9574 | 61.7021 |
Ratio Avg Win / Avg Loss | 0.9825 | 1.2726 | 0.7588 | 0.7772 | 0.6777 | 0.8946 |
Largest Winning Trade | 51188 | 51188 | 43274 | 209781 | 209781 | 129703 |
Largest Losing Trade | -39740 | -39740 | -34446 | -279846 | -279846 | -144209 |
Avg Bars in Trades | 74 | 71 | 76 | 74 | 71 | 76 |
Avg Bars in Winners | 78 | 81 | 76 | 78 | 81 | 76 |
Avg Bars in Losers | 66 | 52 | 78 | 66 | 52 | 78 |
Bars Traded | 6983 | 3367 | 3616 | 6983 | 3367 | 3616 |
Profit Streak | 0 | 0 | 674.31 | 0 | 0 | 674.31 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317174 | 384273 | -312995 | -53884 | -102763 | -91523 |
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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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