Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309663.6109 | 260694.6552 | 48968.9557 | 283675.79 | 114459.7205 | 169216.0695 |
Total P&L (%) | 309.6636 | 260.6947 | 48.969 | 283.6758 | 114.4597 | 169.2161 |
Avg Daily Profit (%) | 0.2973 | 0.2503 | 0.047 | 0.1292 | 0.0733 | 0.0951 |
Buy And Hold Return (%) | 68.1765 | 68.1765 | 68.1765 | 68.1765 | 68.1765 | 68.1765 |
Max Trade Drawdown | -71395 | -80074 | -15626 | -384148 | -456798 | -105477 |
Profit Factor | 1.8546 | 1.9162 | 1.6293 | 1.2289 | 1.119 | 1.6107 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 59.2105 | 52.6316 | 65.7895 | 59.2105 | 52.6316 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.2776 | 1.7246 | 0.8472 | 0.8466 | 1.0071 | 0.8376 |
Largest Winning Trade | 183377 | 183377 | 14161 | 140472 | 140472 | 75667 |
Largest Losing Trade | -33866 | -33866 | -13103 | -206579 | -206579 | -67093 |
Avg Bars in Trades | 320 | 599 | 40 | 320 | 599 | 40 |
Avg Bars in Winners | 240 | 490 | 41 | 240 | 490 | 41 |
Avg Bars in Losers | 435 | 720 | 40 | 435 | 720 | 40 |
Bars Traded | 24322 | 22765 | 1556 | 24322 | 22765 | 1556 |
Profit Streak | 77.0787 | 95.0371 | 77.0787 | 77.0787 | 95.0371 | 77.0787 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41766 | 396831 | -292572 | -75567 | -192108 | -66362 |
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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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