Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657325.4252 | 604596.9182 | 52728.507 | 344210.1293 | 1340775.5439 | -996565.4146 |
Total P&L (%) | 657.3254 | 604.5969 | 52.7285 | 344.2101 | 1340.7755 | -996.5654 |
Avg Daily Profit (%) | 0.2618 | 0.2408 | 0.021 | 0.0594 | 0.1063 | 0 |
Buy And Hold Return (%) | 236.3621 | 236.3621 | 236.3621 | 236.3621 | 236.3621 | 236.3621 |
Max Trade Drawdown | -187221 | -79030 | -181350 | -1474714 | -123803 | -1507906 |
Profit Factor | 2.3254 | 3.6597 | 1.1963 | 1.1781 | 4.9737 | 0.3753 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 57.7465 | 54.2857 | 61.1111 | 57.7465 | 54.2857 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.7015 | 3.0818 | 0.7613 | 0.862 | 4.1884 | 0.2389 |
Largest Winning Trade | 354067 | 354067 | 39706 | 752219 | 752219 | 175958 |
Largest Losing Trade | -77274 | -38562 | -77274 | -1136255 | -54472 | -1136255 |
Avg Bars in Trades | 99 | 114 | 85 | 99 | 114 | 85 |
Avg Bars in Winners | 104 | 106 | 102 | 104 | 106 | 102 |
Avg Bars in Losers | 93 | 123 | 58 | 93 | 123 | 58 |
Bars Traded | 7081 | 3994 | 3087 | 7081 | 3994 | 3087 |
Profit Streak | 145.9305 | 145.9305 | 332.9305 | 145.9305 | 145.9305 | 332.9305 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78955 | 461272 | -334046 | -252357 | -42628 | -577975 |
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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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