Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236628.6087 | 180914.2754 | 55714.3333 | 490364.9141 | 366784.2961 | 123580.6181 |
Total P&L (%) | 236.6286 | 180.9143 | 55.7143 | 490.3649 | 366.7843 | 123.5806 |
Avg Daily Profit (%) | 0.4543 | 0.3474 | 0.107 | 0.3415 | 0.2963 | 0.1546 |
Buy And Hold Return (%) | 77.1626 | 77.1626 | 77.1626 | 77.1626 | 77.1626 | 77.1626 |
Max Trade Drawdown | -28554 | -14520 | -64084 | -116418 | -59024 | -109544 |
Profit Factor | 2.1499 | 3.808 | 1.3941 | 1.7575 | 2.5948 | 1.2961 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 43.8356 | 48.6486 | 38.8889 | 43.8356 | 48.6486 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.7545 | 4.0195 | 2.1908 | 2.2518 | 2.739 | 2.0368 |
Largest Winning Trade | 85957 | 85957 | 30355 | 112398 | 112398 | 76232 |
Largest Losing Trade | -17979 | -10073 | -17979 | -69191 | -38253 | -69191 |
Avg Bars in Trades | 328 | 108 | 553 | 328 | 108 | 553 |
Avg Bars in Winners | 560 | 186 | 1040 | 560 | 186 | 1040 |
Avg Bars in Losers | 146 | 35 | 243 | 146 | 35 | 243 |
Bars Traded | 23950 | 4024 | 19926 | 23950 | 4024 | 19926 |
Profit Streak | 21.972 | 21.972 | 23.0137 | 21.972 | 21.972 | 23.0137 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67365 | 384120 | -218529 | -66464 | 406787 | -5486 |
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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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