Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214871.799 | 201220.5716 | 13651.2274 | -34295.2565 | 34772.6341 | -69067.8907 |
Total P&L (%) | 214.8718 | 201.2206 | 13.6512 | -34.2953 | 34.7726 | -69.0679 |
Avg Daily Profit (%) | 0.1738 | 0.1628 | 0.011 | -0.034 | 0.0241 | -0.0949 |
Buy And Hold Return (%) | 80.3723 | 80.3723 | 80.3723 | 80.3723 | 80.3723 | 80.3723 |
Max Trade Drawdown | -51135 | -35675 | -48245 | -37324 | -27183 | -29419 |
Profit Factor | 1.5426 | 3.0912 | 1.0455 | 0.8483 | 1.7157 | 0.6107 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 62.6866 | 63.6364 | 61.7647 | 62.6866 | 63.6364 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.9182 | 1.7664 | 0.6472 | 0.5049 | 0.9804 | 0.3781 |
Largest Winning Trade | 37851 | 37851 | 33195 | 16835 | 13696 | 16835 |
Largest Losing Trade | -91347 | -35675 | -91347 | -91347 | -27183 | -91347 |
Avg Bars in Trades | 52 | 48 | 55 | 52 | 48 | 55 |
Avg Bars in Winners | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Losers | 72 | 65 | 79 | 72 | 65 | 79 |
Bars Traded | 3507 | 1610 | 1897 | 3507 | 1610 | 1897 |
Profit Streak | 49.5735 | 75.2402 | 49.5735 | 49.5735 | 75.2402 | 49.5735 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114469 | 430460 | -513888 | -699142 | -323622 | -578706 |
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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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