Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327133.0233 | 237299.9889 | 89833.0344 | 443139.1241 | 458745.622 | -15606.4979 |
Total P&L (%) | 327.133 | 237.3 | 89.833 | 443.1391 | 458.7456 | -15.6065 |
Avg Daily Profit (%) | 0.2303 | 0.1671 | 0.0632 | 0.1192 | 0.1212 | -0.0119 |
Buy And Hold Return (%) | 34.6102 | 34.6102 | 34.6102 | 34.6102 | 34.6102 | 34.6102 |
Max Trade Drawdown | -72938 | -38138 | -72938 | -438513 | -225647 | -412739 |
Profit Factor | 2.2669 | 3.3243 | 1.5754 | 1.3518 | 1.965 | 0.9801 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 63.0769 | 65.625 | 60.6061 | 63.0769 | 65.625 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.327 | 1.7413 | 1.024 | 0.7913 | 1.0293 | 0.6371 |
Largest Winning Trade | 78834 | 78834 | 51821 | 152771 | 113523 | 152771 |
Largest Losing Trade | -72938 | -38138 | -72938 | -412739 | -225647 | -412739 |
Avg Bars in Trades | 38 | 40 | 36 | 38 | 40 | 36 |
Avg Bars in Winners | 37 | 38 | 35 | 37 | 38 | 35 |
Avg Bars in Losers | 39 | 42 | 36 | 39 | 42 | 36 |
Bars Traded | 2477 | 1283 | 1194 | 2477 | 1283 | 1194 |
Profit Streak | 16.207 | 0 | 17.707 | 16.207 | 0 | 17.707 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122644 | 561334 | -108273 | -168870 | -26599 | -578861 |
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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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