Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306976.2513 | 287044.378 | 19931.8733 | 44051.1914 | -216233.735 | 260284.9264 |
Total P&L (%) | 306.9763 | 287.0444 | 19.9319 | 44.0512 | -216.2337 | 260.2849 |
Avg Daily Profit (%) | 0.1598 | 0.1494 | 0.0104 | 0.019 | 0 | 0.0667 |
Buy And Hold Return (%) | 15.5261 | 15.5261 | 15.5261 | 15.5261 | 15.5261 | 15.5261 |
Max Trade Drawdown | -157154 | -170130 | -53593 | -863811 | -912280 | -182690 |
Profit Factor | 1.5346 | 1.7757 | 1.0976 | 1.0237 | 0.8558 | 1.7301 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 73.0337 | 73.3333 | 72.7273 | 73.0337 | 73.3333 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.5666 | 0.6457 | 0.4116 | 0.378 | 0.3112 | 0.6488 |
Largest Winning Trade | 73691 | 73691 | 17541 | 235888 | 235888 | 84513 |
Largest Losing Trade | -62038 | -62038 | -49165 | -525505 | -525505 | -159087 |
Avg Bars in Trades | 42 | 76 | 7 | 42 | 76 | 7 |
Avg Bars in Winners | 13 | 21 | 4 | 13 | 21 | 4 |
Avg Bars in Losers | 121 | 226 | 15 | 121 | 226 | 15 |
Bars Traded | 3764 | 3429 | 336 | 3764 | 3429 | 336 |
Profit Streak | 2.2042 | 8.2042 | 0 | 2.2042 | 8.2042 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314666 | 386228 | -368002 | -365211 | -577014 | -100053 |
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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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