Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332911.5259 | 318117.8882 | 14793.6377 | 222236.7701 | 320306.8174 | -98070.0473 |
Total P&L (%) | 332.9115 | 318.1179 | 14.7936 | 222.2368 | 320.3068 | -98.07 |
Avg Daily Profit (%) | 0.3196 | 0.3054 | 0.0142 | 0.1124 | 0.1379 | -0.3783 |
Buy And Hold Return (%) | 158.4518 | 158.4518 | 158.4518 | 158.4518 | 158.4518 | 158.4518 |
Max Trade Drawdown | -91834 | -51966 | -60131 | -526747 | -264417 | -287975 |
Profit Factor | 2.0073 | 3.3182 | 1.0766 | 1.1867 | 1.6481 | 0.8591 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 50.7042 | 54.2857 | 47.2222 | 50.7042 | 54.2857 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.9516 | 2.7943 | 1.2032 | 1.1537 | 1.3879 | 0.9602 |
Largest Winning Trade | 285334 | 285334 | 38701 | 357092 | 357092 | 151058 |
Largest Losing Trade | -33762 | -16573 | -33762 | -164063 | -90505 | -164063 |
Avg Bars in Trades | 345 | 325 | 366 | 345 | 325 | 366 |
Avg Bars in Winners | 419 | 381 | 461 | 419 | 381 | 461 |
Avg Bars in Losers | 270 | 257 | 280 | 270 | 257 | 280 |
Bars Traded | 24559 | 11382 | 13177 | 24559 | 11382 | 13177 |
Profit Streak | 37.3365 | 108.0865 | 37.3365 | 37.3365 | 108.0865 | 37.3365 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83377 | 360115 | -475618 | -188275 | -11656 | -580426 |
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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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