Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341739.2965 | 293843.0905 | 47896.2059 | 125298.0561 | 175972.4 | -50674.3439 |
Total P&L (%) | 341.7393 | 293.8431 | 47.8962 | 125.2981 | 175.9724 | -50.6743 |
Avg Daily Profit (%) | 0.1782 | 0.1533 | 0.025 | 0.0424 | 0.053 | -0.0369 |
Buy And Hold Return (%) | 20.6311 | 20.6311 | 20.6311 | 20.6311 | 20.6311 | 20.6311 |
Max Trade Drawdown | -185285 | -176156 | -36721 | -1150921 | -1052231 | -258231 |
Profit Factor | 1.7752 | 1.8845 | 1.441 | 1.0623 | 1.1235 | 0.9133 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 56.1644 | 50 | 62.1622 | 56.1644 | 50 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.3856 | 1.8845 | 0.8771 | 0.8291 | 1.1235 | 0.5559 |
Largest Winning Trade | 125328 | 125328 | 31715 | 345279 | 345279 | 179703 |
Largest Losing Trade | -57182 | -57182 | -30504 | -508945 | -508945 | -143849 |
Avg Bars in Trades | 148 | 287 | 12 | 148 | 287 | 12 |
Avg Bars in Winners | 82 | 170 | 13 | 82 | 170 | 13 |
Avg Bars in Losers | 233 | 405 | 12 | 233 | 405 | 12 |
Bars Traded | 10836 | 10362 | 475 | 10836 | 10362 | 475 |
Profit Streak | 80.9316 | 81.4316 | 80.9316 | 80.9316 | 81.4316 | 80.9316 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64547 | 408771 | -162547 | -364777 | -206341 | -578360 |
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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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