Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106702.4118 | 81628.3158 | 25074.096 | 95552.2235 | 165333.2361 | -69781.0126 |
Total P&L (%) | 106.7024 | 81.6283 | 25.0741 | 95.5522 | 165.3332 | -69.781 |
Avg Daily Profit (%) | 0.4097 | 0.3134 | 0.0963 | 0.2579 | 0.3754 | -0.4585 |
Buy And Hold Return (%) | 20.545 | 20.545 | 20.545 | 20.545 | 20.545 | 20.545 |
Max Trade Drawdown | -62620 | -16861 | -74208 | -229004 | -49172 | -272991 |
Profit Factor | 1.5403 | 2.806 | 1.1646 | 1.1615 | 2.4182 | 0.8531 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 70.3704 | 70.7317 | 70 | 70.3704 | 70.7317 | 70 |
Ratio Avg Win / Avg Loss | 0.6485 | 1.1611 | 0.4991 | 0.4891 | 1.0006 | 0.3656 |
Largest Winning Trade | 27027 | 22842 | 27027 | 62351 | 49978 | 62351 |
Largest Losing Trade | -35073 | -11773 | -35073 | -112310 | -32157 | -112310 |
Avg Bars in Trades | 293 | 109 | 482 | 293 | 109 | 482 |
Avg Bars in Winners | 205 | 98 | 317 | 205 | 98 | 317 |
Avg Bars in Losers | 503 | 138 | 867 | 503 | 138 | 867 |
Bars Traded | 23805 | 4509 | 19296 | 23805 | 4509 | 19296 |
Profit Streak | 5.7295 | 5.7295 | 6.042 | 5.7295 | 5.7295 | 6.042 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5486 | 454282 | -200790 | -51630 | 527270 | -578855 |
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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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