Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417685.796 | 353510.8692 | 64174.9268 | 343403.0841 | 305068.5679 | 38334.5162 |
Total P&L (%) | 417.6858 | 353.5109 | 64.1749 | 343.4031 | 305.0686 | 38.3345 |
Avg Daily Profit (%) | 0.2224 | 0.1883 | 0.0342 | 0.0793 | 0.0745 | 0.0173 |
Buy And Hold Return (%) | 41.2478 | 41.2478 | 41.2478 | 41.2478 | 41.2478 | 41.2478 |
Max Trade Drawdown | -84728 | -64108 | -103559 | -97531 | -93294 | -126243 |
Profit Factor | 1.9214 | 2.47 | 1.3016 | 1.6839 | 2.2106 | 1.1533 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 49.1803 | 51.6129 | 46.6667 | 49.1803 | 51.6129 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.9855 | 2.3156 | 1.4875 | 1.7401 | 2.0725 | 1.318 |
Largest Winning Trade | 176017 | 176017 | 54016 | 135012 | 135012 | 77629 |
Largest Losing Trade | -49042 | -32017 | -49042 | -70382 | -33063 | -70382 |
Avg Bars in Trades | 85 | 73 | 98 | 85 | 73 | 98 |
Avg Bars in Winners | 124 | 108 | 141 | 124 | 108 | 141 |
Avg Bars in Losers | 48 | 36 | 59 | 48 | 36 | 59 |
Bars Traded | 5223 | 2283 | 2940 | 5223 | 2283 | 2940 |
Profit Streak | 82.0725 | 367.7392 | 0 | 82.0725 | 367.7392 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154299 | 495313 | -158336 | -249579 | -87696 | -388817 |
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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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