Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287333.395 | 231114.2907 | 56219.1043 | 319862.2302 | 588122.9122 | -268260.682 |
Total P&L (%) | 287.3334 | 231.1143 | 56.2191 | 319.8622 | 588.1229 | -268.2607 |
Avg Daily Profit (%) | 0.202 | 0.1625 | 0.0395 | 0.1009 | 0.1357 | 0 |
Buy And Hold Return (%) | 20.2793 | 20.2793 | 20.2793 | 20.2793 | 20.2793 | 20.2793 |
Max Trade Drawdown | -118520 | -61025 | -85417 | -805745 | -279488 | -641956 |
Profit Factor | 1.8164 | 2.6557 | 1.2647 | 1.2006 | 2.0589 | 0.7419 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Profitability (%) | 60.8696 | 67.6471 | 54.2857 | 60.8696 | 67.6471 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.1677 | 1.2701 | 1.0651 | 0.7718 | 0.9847 | 0.6248 |
Largest Winning Trade | 82233 | 82233 | 56675 | 233130 | 233130 | 169985 |
Largest Losing Trade | -51050 | -34104 | -51050 | -498129 | -155587 | -498129 |
Avg Bars in Trades | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Winners | 32 | 33 | 31 | 32 | 33 | 31 |
Avg Bars in Losers | 43 | 48 | 40 | 43 | 48 | 40 |
Bars Traded | 2528 | 1288 | 1240 | 2528 | 1288 | 1240 |
Profit Streak | 29.4674 | 149.4674 | 29.4674 | 29.4674 | 149.4674 | 29.4674 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93613 | 535567 | -142470 | -164033 | -6719 | -579691 |
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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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