Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323728.7147 | 335448.2018 | -11719.4871 | 88758.516 | 130485.4391 | -41726.9232 |
Total P&L (%) | 323.7287 | 335.4482 | -11.7195 | 88.7585 | 130.4854 | -41.7269 |
Avg Daily Profit (%) | 0.1554 | 0.161 | -0.0056 | 0.0305 | 0.0401 | -0.0259 |
Buy And Hold Return (%) | 33.17 | 33.17 | 33.17 | 33.17 | 33.17 | 33.17 |
Max Trade Drawdown | -186840 | -174451 | -41057 | -445542 | -416903 | -72573 |
Profit Factor | 1.8183 | 2.152 | 0.8878 | 1.1275 | 1.2402 | 0.7268 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 52.1127 | 54.2857 | 50 | 52.1127 | 54.2857 | 50 |
Ratio Avg Win / Avg Loss | 1.6709 | 1.8122 | 0.8878 | 1.0361 | 1.0444 | 0.7268 |
Largest Winning Trade | 184946 | 184946 | 21133 | 217435 | 217435 | 21765 |
Largest Losing Trade | -67986 | -67986 | -15400 | -254372 | -254372 | -26353 |
Avg Bars in Trades | 315 | 605 | 32 | 315 | 605 | 32 |
Avg Bars in Winners | 317 | 570 | 50 | 317 | 570 | 50 |
Avg Bars in Losers | 312 | 648 | 14 | 312 | 648 | 14 |
Bars Traded | 22387 | 21204 | 1183 | 22387 | 21204 | 1183 |
Profit Streak | 64.3218 | 64.3218 | 65.8218 | 64.3218 | 64.3218 | 65.8218 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78650 | 449521 | -579808 | -325104 | -140801 | -579808 |
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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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