Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505353.9943 | 356222.5096 | 149131.4846 | 472421.3566 | 381627.939 | 90793.4175 |
Total P&L (%) | 505.354 | 356.2225 | 149.1315 | 472.4214 | 381.6279 | 90.7934 |
Avg Daily Profit (%) | 0.2707 | 0.1908 | 0.0799 | 0.0935 | 0.0842 | 0.0346 |
Buy And Hold Return (%) | 29.7619 | 29.7619 | 29.7619 | 29.7619 | 29.7619 | 29.7619 |
Max Trade Drawdown | -219838 | -161432 | -81476 | -389712 | -211607 | -240276 |
Profit Factor | 1.9274 | 1.9324 | 1.9157 | 1.7353 | 2.1053 | 1.3055 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 61.9718 | 57.1429 | 66.6667 | 61.9718 | 57.1429 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.1827 | 1.4493 | 0.9578 | 1.0649 | 1.579 | 0.6528 |
Largest Winning Trade | 233625 | 233625 | 45093 | 189718 | 189718 | 81915 |
Largest Losing Trade | -43342 | -43342 | -41546 | -150096 | -65931 | -150096 |
Avg Bars in Trades | 93 | 121 | 65 | 93 | 121 | 65 |
Avg Bars in Winners | 96 | 130 | 67 | 96 | 130 | 67 |
Avg Bars in Losers | 87 | 109 | 60 | 87 | 109 | 60 |
Bars Traded | 6610 | 4261 | 2349 | 6610 | 4261 | 2349 |
Profit Streak | 233.8297 | 233.8297 | 319.5797 | 233.8297 | 233.8297 | 319.5797 |
Trades During Streak | 11 | 5 | 9 | 11 | 5 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76716 | 447126 | -83127 | -153861 | -74155 | -147643 |
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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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