Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206363.2914 | 197941.2864 | 8422.005 | -91712.4068 | -13893.8252 | -77818.5816 |
Total P&L (%) | 206.3633 | 197.9413 | 8.422 | -91.7124 | -13.8938 | -77.8186 |
Avg Daily Profit (%) | 0.1652 | 0.1585 | 0.0067 | -0.1992 | -0.012 | -0.1205 |
Buy And Hold Return (%) | 19.4034 | 19.4034 | 19.4034 | 19.4034 | 19.4034 | 19.4034 |
Max Trade Drawdown | -185554 | -45865 | -101027 | -114904 | -4181 | -9310 |
Profit Factor | 1.4213 | 2.24 | 1.0255 | 0.3533 | 0.443 | 0.3342 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 58 | 29 | 29 | 56 | 28 | 28 |
Losing Trades | 15 | 8 | 7 | 17 | 9 | 8 |
Profitability (%) | 79.4521 | 78.3784 | 80.5556 | 76.7123 | 75.6757 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.3676 | 0.6179 | 0.2475 | 0.1073 | 0.1424 | 0.0955 |
Largest Winning Trade | 31455 | 23180 | 31455 | 33018 | 3571 | 33018 |
Largest Losing Trade | -127683 | -45865 | -127683 | -104983 | -17778 | -104983 |
Avg Bars in Trades | 200 | 227 | 173 | 200 | 227 | 173 |
Avg Bars in Winners | 114 | 124 | 104 | 131 | 131 | 131 |
Avg Bars in Losers | 533 | 600 | 455 | 428 | 524 | 320 |
Bars Traded | 14650 | 8415 | 6235 | 14650 | 8415 | 6235 |
Profit Streak | 37.6988 | 165.1988 | 37.6988 | 37.6988 | 165.1988 | 37.6988 |
Trades During Streak | 5 | 9 | 2 | 5 | 9 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64163 | 502635 | -538796 | -651778 | -575640 | -576190 |
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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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