Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243388.4579 | 209458.0084 | 33930.4494 | 116303.6122 | 591912.9807 | -475609.3686 |
Total P&L (%) | 243.3885 | 209.458 | 33.9304 | 116.3036 | 591.913 | -475.6094 |
Avg Daily Profit (%) | 0.1708 | 0.147 | 0.0238 | 0.0542 | 0.1358 | 0 |
Buy And Hold Return (%) | 37.4679 | 37.4679 | 37.4679 | 37.4679 | 37.4679 | 37.4679 |
Max Trade Drawdown | -97918 | -35801 | -89546 | -728269 | -156065 | -704949 |
Profit Factor | 1.7064 | 3.1345 | 1.1377 | 1.0709 | 2.6602 | 0.6298 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 59.4203 | 61.7647 | 57.1429 | 59.4203 | 61.7647 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1654 | 1.9404 | 0.8533 | 0.7313 | 1.6468 | 0.4723 |
Largest Winning Trade | 76706 | 76706 | 64496 | 230064 | 230064 | 145724 |
Largest Losing Trade | -73240 | -17646 | -73240 | -666146 | -91773 | -666146 |
Avg Bars in Trades | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Winners | 30 | 27 | 34 | 30 | 27 | 34 |
Avg Bars in Losers | 45 | 59 | 32 | 45 | 59 | 32 |
Bars Traded | 2530 | 1348 | 1182 | 2530 | 1348 | 1182 |
Profit Streak | 14.6885 | 0 | 17.1885 | 14.6885 | 0 | 17.1885 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95031 | 350476 | -396071 | -372045 | -4698 | -579292 |
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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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