Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206602.6129 | 190004.1885 | 16598.4243 | 1373.9537 | 43352.4356 | -41978.4819 |
Total P&L (%) | 206.6026 | 190.0042 | 16.5984 | 1.374 | 43.3524 | -41.9785 |
Avg Daily Profit (%) | 0.165 | 0.1517 | 0.0133 | 0.0011 | 0.0288 | -0.0435 |
Buy And Hold Return (%) | 82.0751 | 82.0751 | 82.0751 | 82.0751 | 82.0751 | 82.0751 |
Max Trade Drawdown | -111054 | -49835 | -111054 | -22103 | -22103 | -11162 |
Profit Factor | 1.4348 | 2.3096 | 1.0503 | 1.0069 | 2.1296 | 0.7389 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 13 | 6 | 7 | 13 | 6 | 7 |
Profitability (%) | 80.597 | 81.8182 | 79.4118 | 80.597 | 81.8182 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.3454 | 0.5132 | 0.2723 | 0.2424 | 0.4732 | 0.1916 |
Largest Winning Trade | 32314 | 28029 | 32314 | 35036 | 12880 | 35036 |
Largest Losing Trade | -128533 | -49835 | -128533 | -128533 | -22103 | -128533 |
Avg Bars in Trades | 35 | 40 | 30 | 35 | 40 | 30 |
Avg Bars in Winners | 21 | 24 | 18 | 23 | 24 | 21 |
Avg Bars in Losers | 93 | 111 | 79 | 85 | 108 | 65 |
Bars Traded | 2370 | 1322 | 1048 | 2370 | 1322 | 1048 |
Profit Streak | 43.7817 | 169.7817 | 43.7817 | 43.7817 | 169.7817 | 43.7817 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112534 | 343717 | -503012 | -687292 | -313459 | -575995 |
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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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