Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238970.37 | 187987.7852 | 50982.5848 | -8625.6928 | 64639.6679 | -73265.3607 |
Total P&L (%) | 238.9704 | 187.9878 | 50.9826 | -8.6257 | 64.6397 | -73.2654 |
Avg Daily Profit (%) | 0.1973 | 0.1552 | 0.0421 | -0.0074 | 0.0412 | -0.1088 |
Buy And Hold Return (%) | 29.3727 | 29.3727 | 29.3727 | 29.3727 | 29.3727 | 29.3727 |
Max Trade Drawdown | -152087 | -126814 | -80896 | -829180 | -643735 | -318030 |
Profit Factor | 1.4703 | 1.6454 | 1.2351 | 0.9957 | 1.0543 | 0.9084 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 55.6962 | 58.9744 | 52.5 | 55.6962 | 58.9744 | 52.5 |
Ratio Avg Win / Avg Loss | 1.1695 | 1.1446 | 1.1175 | 0.792 | 0.7334 | 0.8219 |
Largest Winning Trade | 148174 | 148174 | 39020 | 354464 | 354464 | 136401 |
Largest Losing Trade | -59567 | -59567 | -58610 | -311032 | -311032 | -191021 |
Avg Bars in Trades | 86 | 115 | 58 | 86 | 115 | 58 |
Avg Bars in Winners | 71 | 73 | 68 | 71 | 73 | 68 |
Avg Bars in Losers | 106 | 176 | 47 | 106 | 176 | 47 |
Bars Traded | 6858 | 4516 | 2342 | 6858 | 4516 | 2342 |
Profit Streak | 42.6805 | 71.5138 | 42.6805 | 42.6805 | 71.5138 | 42.6805 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20829 | 410519 | -144748 | -610329 | -303390 | -579874 |
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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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