Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215152.3977 | 228565.1265 | -13412.7288 | 32403.1662 | 118298.5272 | -85895.361 |
Total P&L (%) | 215.1524 | 228.5651 | -13.4127 | 32.4032 | 118.2985 | -85.8954 |
Avg Daily Profit (%) | 0.173 | 0.1838 | -0.0108 | 0.0226 | 0.0628 | -0.1574 |
Buy And Hold Return (%) | 23.2136 | 23.2136 | 23.2136 | 23.2136 | 23.2136 | 23.2136 |
Max Trade Drawdown | -99313 | -66196 | -65391 | -361545 | -250109 | -177256 |
Profit Factor | 1.2931 | 1.7313 | 0.9682 | 1.0201 | 1.1488 | 0.8953 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 51.3889 | 51.3889 | 51.3889 | 51.3889 | 51.3889 | 51.3889 |
Ratio Avg Win / Avg Loss | 1.2232 | 1.6378 | 0.9158 | 0.9649 | 1.0867 | 0.8469 |
Largest Winning Trade | 37596 | 37596 | 30327 | 77450 | 77450 | 59506 |
Largest Losing Trade | -54602 | -54602 | -48419 | -146448 | -146448 | -90920 |
Avg Bars in Trades | 24 | 30 | 18 | 24 | 30 | 18 |
Avg Bars in Winners | 25 | 27 | 24 | 25 | 27 | 24 |
Avg Bars in Losers | 22 | 34 | 11 | 22 | 34 | 11 |
Bars Traded | 3509 | 2212 | 1297 | 3509 | 2212 | 1297 |
Profit Streak | 42.8594 | 43.1927 | 42.8594 | 42.8594 | 43.1927 | 42.8594 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333303 | -67960 | -659226 | -403627 | -245924 | -659226 |
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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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