Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234680.6606 | 234511.6896 | 168.971 | 48142.3447 | 44411.462 | 3730.8826 |
Total P&L (%) | 234.6807 | 234.5117 | 0.169 | 48.1423 | 44.4115 | 3.7309 |
Avg Daily Profit (%) | 0.4506 | 0.4503 | 0.0003 | 0.0755 | 0.0706 | 0.007 |
Buy And Hold Return (%) | 65.6508 | 65.6508 | 65.6508 | 65.6508 | 65.6508 | 65.6508 |
Max Trade Drawdown | -90874 | -91159 | -9359 | -185278 | -189028 | -14864 |
Profit Factor | 2.1856 | 2.2995 | 1.0097 | 1.1484 | 1.1489 | 1.1428 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 43.8356 | 44.4444 | 43.2432 | 43.8356 | 44.4444 | 43.2432 |
Ratio Avg Win / Avg Loss | 2.8003 | 2.8744 | 1.3252 | 1.4714 | 1.4361 | 1.4999 |
Largest Winning Trade | 303688 | 303688 | 4406 | 218342 | 218342 | 10463 |
Largest Losing Trade | -24608 | -24608 | -2129 | -57683 | -57683 | -3094 |
Avg Bars in Trades | 291 | 587 | 4 | 291 | 587 | 4 |
Avg Bars in Winners | 332 | 661 | 3 | 332 | 661 | 3 |
Avg Bars in Losers | 259 | 527 | 5 | 259 | 527 | 5 |
Bars Traded | 21294 | 21135 | 159 | 21294 | 21135 | 159 |
Profit Streak | 27.0779 | 0 | 59.5779 | 27.0779 | 0 | 59.5779 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67381 | 316953 | -569842 | -393908 | -323925 | -414783 |
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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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