Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469591.1832 | 354481.2955 | 115109.8877 | 663141.1328 | 477988.414 | 185152.7188 |
Total P&L (%) | 469.5912 | 354.4813 | 115.1099 | 663.1411 | 477.9884 | 185.1527 |
Avg Daily Profit (%) | 0.2759 | 0.2083 | 0.0676 | 0.1195 | 0.1031 | 0.0616 |
Buy And Hold Return (%) | 53.0023 | 53.0023 | 53.0023 | 53.0023 | 53.0023 | 53.0023 |
Max Trade Drawdown | -81649 | -44818 | -73323 | -597316 | -659636 | -350148 |
Profit Factor | 2.1629 | 2.8295 | 1.548 | 1.2418 | 1.3282 | 1.144 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 59.1549 | 60 | 58.3333 | 59.1549 | 60 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.4934 | 1.8863 | 1.1057 | 0.8574 | 0.8854 | 0.8171 |
Largest Winning Trade | 165689 | 165689 | 48966 | 365859 | 353974 | 365859 |
Largest Losing Trade | -73323 | -37857 | -73323 | -459888 | -459888 | -290973 |
Avg Bars in Trades | 44 | 58 | 31 | 44 | 58 | 31 |
Avg Bars in Winners | 50 | 61 | 39 | 50 | 61 | 39 |
Avg Bars in Losers | 36 | 54 | 20 | 36 | 54 | 20 |
Bars Traded | 3194 | 2059 | 1135 | 3194 | 2059 | 1135 |
Profit Streak | 95.068 | 97.068 | 95.068 | 95.068 | 97.068 | 95.068 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77580 | 530316 | -105136 | -123880 | -54862 | -175533 |
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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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