Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534065.6298 | 571122.8684 | -37057.2386 | 44270.2638 | 138739.1445 | -94468.8807 |
Total P&L (%) | 534.0656 | 571.1229 | -37.0572 | 44.2703 | 138.7391 | -94.4689 |
Avg Daily Profit (%) | 0.2129 | 0.2277 | -0.0148 | 0.0146 | 0.0347 | -0.1153 |
Buy And Hold Return (%) | 334.3629 | 334.3629 | 334.3629 | 334.3629 | 334.3629 | 334.3629 |
Max Trade Drawdown | -144618 | -102094 | -205303 | -144610 | -41646 | -141617 |
Profit Factor | 1.8387 | 3.2155 | 0.9022 | 1.1239 | 2.2005 | 0.6092 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 61.1111 | 63.8889 | 58.3333 | 61.1111 | 63.8889 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.1701 | 1.8175 | 0.6445 | 0.7152 | 1.2438 | 0.4351 |
Largest Winning Trade | 271340 | 271340 | 33991 | 46107 | 46107 | 22230 |
Largest Losing Trade | -72860 | -46307 | -72860 | -75214 | -34900 | -75214 |
Avg Bars in Trades | 99 | 97 | 102 | 99 | 97 | 102 |
Avg Bars in Winners | 90 | 91 | 89 | 90 | 91 | 89 |
Avg Bars in Losers | 114 | 106 | 121 | 114 | 106 | 121 |
Bars Traded | 7190 | 3492 | 3698 | 7190 | 3492 | 3698 |
Profit Streak | 207.6836 | 207.6836 | 590.3502 | 207.6836 | 207.6836 | 590.3502 |
Trades During Streak | 5 | 2 | 10 | 5 | 2 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79697 | 300934 | -578250 | -505653 | -306475 | -578250 |
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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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