Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255255.7161 | 188828.2992 | 66427.4169 | 199765.1325 | 169263.8938 | 30501.2387 |
Total P&L (%) | 255.2557 | 188.8283 | 66.4274 | 199.7651 | 169.2639 | 30.5012 |
Avg Daily Profit (%) | 0.2043 | 0.1512 | 0.0532 | 0.0879 | 0.0793 | 0.0213 |
Buy And Hold Return (%) | 84.1129 | 84.1129 | 84.1129 | 84.1129 | 84.1129 | 84.1129 |
Max Trade Drawdown | -77484 | -39193 | -75124 | -109891 | -103321 | -109891 |
Profit Factor | 1.7364 | 2.5534 | 1.2951 | 1.3082 | 1.6263 | 1.0807 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 73.6111 | 69.4444 | 77.7778 | 73.6111 | 69.4444 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.6225 | 1.1235 | 0.37 | 0.469 | 0.7156 | 0.3088 |
Largest Winning Trade | 36810 | 30905 | 36810 | 47533 | 41748 | 47533 |
Largest Losing Trade | -65088 | -36702 | -65088 | -109891 | -101400 | -109891 |
Avg Bars in Trades | 65 | 73 | 57 | 65 | 73 | 57 |
Avg Bars in Winners | 35 | 40 | 31 | 35 | 40 | 31 |
Avg Bars in Losers | 147 | 147 | 148 | 147 | 147 | 148 |
Bars Traded | 4703 | 2639 | 2064 | 4703 | 2639 | 2064 |
Profit Streak | 29.662 | 29.662 | 31.662 | 29.662 | 29.662 | 31.662 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74343 | 315480 | -285158 | -160939 | -90491 | -459443 |
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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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