Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363739.8185 | 342296.4457 | 21443.3728 | 194417.3788 | 280489.8716 | -86072.4928 |
Total P&L (%) | 363.7398 | 342.2964 | 21.4434 | 194.4174 | 280.4899 | -86.0725 |
Avg Daily Profit (%) | 0.2576 | 0.2424 | 0.0152 | 0.0765 | 0.0947 | -0.1395 |
Buy And Hold Return (%) | 77.3754 | 77.3754 | 77.3754 | 77.3754 | 77.3754 | 77.3754 |
Max Trade Drawdown | -130021 | -91607 | -82599 | -224817 | -153622 | -208710 |
Profit Factor | 1.7294 | 2.3685 | 1.0863 | 1.2377 | 1.7224 | 0.7996 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 47.1429 | 45.7143 | 48.5714 | 47.1429 | 45.7143 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.939 | 2.8127 | 1.1502 | 1.3878 | 2.0453 | 0.8466 |
Largest Winning Trade | 168341 | 168341 | 62575 | 190055 | 190055 | 57915 |
Largest Losing Trade | -54641 | -29910 | -54641 | -87132 | -51616 | -87132 |
Avg Bars in Trades | 77 | 86 | 67 | 77 | 86 | 67 |
Avg Bars in Winners | 102 | 108 | 96 | 102 | 108 | 96 |
Avg Bars in Losers | 54 | 68 | 39 | 54 | 68 | 39 |
Bars Traded | 5393 | 3042 | 2351 | 5393 | 3042 | 2351 |
Profit Streak | 478.3977 | 0 | 481.1477 | 478.3977 | 0 | 481.1477 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89511 | 323038 | -463946 | -193946 | -67529 | -580758 |
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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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