Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341494.3874 | 292322.4189 | 49171.9685 | 469922.4179 | 407710.225 | 62212.1928 |
Total P&L (%) | 341.4944 | 292.3224 | 49.172 | 469.9224 | 407.7102 | 62.2122 |
Avg Daily Profit (%) | 0.2767 | 0.2368 | 0.0398 | 0.1411 | 0.1317 | 0.0392 |
Buy And Hold Return (%) | 147.4398 | 147.4398 | 147.4398 | 147.4398 | 147.4398 | 147.4398 |
Max Trade Drawdown | -122478 | -76251 | -61517 | -1031940 | -612416 | -659352 |
Profit Factor | 1.9264 | 2.7747 | 1.2411 | 1.1779 | 1.3099 | 1.0469 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 58.3333 | 63.8889 | 52.7778 | 58.3333 | 63.8889 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.376 | 1.5683 | 1.1105 | 0.8414 | 0.7404 | 0.9367 |
Largest Winning Trade | 163969 | 163969 | 31594 | 312292 | 312292 | 235119 |
Largest Losing Trade | -51121 | -51121 | -34414 | -378653 | -326831 | -378653 |
Avg Bars in Trades | 99 | 121 | 76 | 99 | 121 | 76 |
Avg Bars in Winners | 73 | 85 | 58 | 73 | 85 | 58 |
Avg Bars in Losers | 135 | 184 | 97 | 135 | 184 | 97 |
Bars Traded | 7132 | 4364 | 2768 | 7132 | 4364 | 2768 |
Profit Streak | 46.2067 | 147.5401 | 46.2067 | 46.2067 | 147.5401 | 46.2067 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74886 | 341978 | -304397 | -115050 | -18754 | -475551 |
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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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