Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159886.1066 | 161950.1643 | -2064.0577 | 323627.8143 | 325954.8449 | -2327.0306 |
Total P&L (%) | 159.8861 | 161.9502 | -2.0641 | 323.6278 | 325.9548 | -2.327 |
Avg Daily Profit (%) | 1.8418 | 1.8656 | -0.0238 | 1.6769 | 1.6834 | -0.0271 |
Buy And Hold Return (%) | 216.3345 | 216.3345 | 216.3345 | 216.3345 | 216.3345 | 216.3345 |
Max Trade Drawdown | -14190 | -7516 | -8070 | -20644 | -11114 | -12177 |
Profit Factor | 5.7385 | 13.6723 | 0.9015 | 6.676 | 17.5522 | 0.9377 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Profitability (%) | 60.5634 | 68.5714 | 52.7778 | 60.5634 | 68.5714 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.7367 | 6.2665 | 0.8066 | 4.3472 | 8.0448 | 0.839 |
Largest Winning Trade | 38845 | 38845 | 5111 | 82429 | 82429 | 12157 |
Largest Losing Trade | -5596 | -2746 | -5596 | -11686 | -4149 | -11686 |
Avg Bars in Trades | 236 | 470 | 8 | 236 | 470 | 8 |
Avg Bars in Winners | 320 | 568 | 7 | 320 | 568 | 7 |
Avg Bars in Losers | 107 | 257 | 10 | 107 | 257 | 10 |
Bars Traded | 16787 | 16479 | 308 | 16787 | 16479 | 308 |
Profit Streak | 6.1607 | 6.4176 | 6.1607 | 6.1607 | 6.4176 | 6.1607 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -234196 | -141681 | -581393 | -79849 | 495390 | -581393 |
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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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