Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456738.1846 | 366529.1003 | 90209.0843 | 435919.9596 | 469961.276 | -34041.3164 |
Total P&L (%) | 456.7382 | 366.5291 | 90.2091 | 435.92 | 469.9613 | -34.0413 |
Avg Daily Profit (%) | 0.2436 | 0.1955 | 0.0481 | 0.0896 | 0.0929 | -0.0222 |
Buy And Hold Return (%) | 53.0977 | 53.0977 | 53.0977 | 53.0977 | 53.0977 | 53.0977 |
Max Trade Drawdown | -203233 | -67842 | -176735 | -338492 | -242123 | -312214 |
Profit Factor | 1.7818 | 2.3903 | 1.2814 | 1.3501 | 1.8095 | 0.9488 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 52.1127 | 48.5714 | 55.5556 | 52.1127 | 48.5714 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.6374 | 2.5309 | 1.0251 | 1.2406 | 1.9159 | 0.759 |
Largest Winning Trade | 104674 | 104674 | 42714 | 226313 | 226313 | 114463 |
Largest Losing Trade | -61187 | -40157 | -61187 | -242123 | -242123 | -109643 |
Avg Bars in Trades | 98 | 121 | 75 | 98 | 121 | 75 |
Avg Bars in Winners | 106 | 121 | 92 | 106 | 121 | 92 |
Avg Bars in Losers | 89 | 120 | 54 | 89 | 120 | 54 |
Bars Traded | 6968 | 4235 | 2733 | 6968 | 4235 | 2733 |
Profit Streak | 117.5859 | 184.0859 | 117.5859 | 117.5859 | 184.0859 | 117.5859 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78395 | 435314 | -136309 | -162764 | -65549 | -579495 |
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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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