Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318386.6135 | 329652.0807 | -11265.4672 | -6992.6909 | -14101.3219 | 7108.631 |
Total P&L (%) | 318.3866 | 329.6521 | -11.2655 | -6.9927 | -14.1013 | 7.1086 |
Avg Daily Profit (%) | 0.167 | 0.1729 | -0.0059 | -0.0038 | -0.008 | 0.0036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245524 | -185134 | -118912 | -785352 | -802946 | -267917 |
Profit Factor | 1.6021 | 2.2565 | 0.9577 | 0.996 | 0.9858 | 1.0094 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 47.8873 | 51.4286 | 44.4444 | 47.8873 | 51.4286 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.7435 | 2.1311 | 1.1971 | 1.0839 | 0.9311 | 1.2618 |
Largest Winning Trade | 230121 | 230121 | 60751 | 291875 | 291875 | 229079 |
Largest Losing Trade | -60506 | -37973 | -60506 | -308863 | -308863 | -175128 |
Avg Bars in Trades | 155 | 200 | 111 | 155 | 200 | 111 |
Avg Bars in Winners | 186 | 217 | 152 | 186 | 217 | 152 |
Avg Bars in Losers | 126 | 182 | 79 | 126 | 182 | 79 |
Bars Traded | 11034 | 7016 | 4018 | 11034 | 7016 | 4018 |
Profit Streak | 35.6473 | 35.6473 | 69.3139 | 35.6473 | 35.6473 | 69.3139 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80288 | 446511 | -580305 | -669771 | -580059 | -565108 |
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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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