Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282523.005 | 193581.6986 | 88941.3064 | 378085.9074 | 169514.0657 | 208571.8417 |
Total P&L (%) | 282.523 | 193.5817 | 88.9413 | 378.0859 | 169.5141 | 208.5718 |
Avg Daily Profit (%) | 0.2289 | 0.1568 | 0.0721 | 0.1268 | 0.0804 | 0.0913 |
Buy And Hold Return (%) | 74.2373 | 74.2373 | 74.2373 | 74.2373 | 74.2373 | 74.2373 |
Max Trade Drawdown | -83785 | -47485 | -52746 | -344534 | -243829 | -153632 |
Profit Factor | 1.6881 | 2.0423 | 1.3956 | 1.3935 | 1.3385 | 1.4533 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 58.5366 | 53.6585 | 63.4146 | 58.5366 | 53.6585 | 63.4146 |
Ratio Avg Win / Avg Loss | 1.1958 | 1.7638 | 0.8051 | 0.987 | 1.156 | 0.8384 |
Largest Winning Trade | 61622 | 61622 | 27770 | 146480 | 146480 | 76432 |
Largest Losing Trade | -38502 | -30991 | -38502 | -167083 | -167083 | -77001 |
Avg Bars in Trades | 84 | 103 | 65 | 84 | 103 | 65 |
Avg Bars in Winners | 76 | 92 | 62 | 76 | 92 | 62 |
Avg Bars in Losers | 96 | 117 | 70 | 96 | 117 | 70 |
Bars Traded | 6953 | 4263 | 2690 | 6953 | 4263 | 2690 |
Profit Streak | 68.2288 | 68.2288 | 68.5621 | 68.2288 | 68.2288 | 68.5621 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 57610 | 329527 | -199143 | -31930 | -88867 | -72216 |
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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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