Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275976.3099 | 252980.5488 | 22995.7611 | 133806.8644 | 142821.226 | -9014.3616 |
Total P&L (%) | 275.9763 | 252.9805 | 22.9958 | 133.8069 | 142.8212 | -9.0144 |
Avg Daily Profit (%) | 0.2649 | 0.2429 | 0.0221 | 0.0816 | 0.0852 | -0.0091 |
Buy And Hold Return (%) | 33.805 | 33.805 | 33.805 | 33.805 | 33.805 | 33.805 |
Max Trade Drawdown | -71622 | -51218 | -50046 | -198239 | -138431 | -147011 |
Profit Factor | 1.6222 | 2.1406 | 1.1037 | 1.1284 | 1.2806 | 0.9831 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 43.8356 | 41.6667 | 45.9459 | 43.8356 | 41.6667 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.0784 | 2.9968 | 1.2985 | 1.4457 | 1.7928 | 1.1566 |
Largest Winning Trade | 149660 | 149660 | 33572 | 159975 | 159975 | 84377 |
Largest Losing Trade | -38611 | -23662 | -38611 | -147011 | -71677 | -147011 |
Avg Bars in Trades | 335 | 317 | 354 | 335 | 317 | 354 |
Avg Bars in Winners | 472 | 480 | 465 | 472 | 480 | 465 |
Avg Bars in Losers | 229 | 200 | 259 | 229 | 200 | 259 |
Bars Traded | 24519 | 11418 | 13101 | 24519 | 11418 | 13101 |
Profit Streak | 16.0454 | 0 | 26.5038 | 16.0454 | 0 | 26.5038 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66850 | 317376 | -436635 | -243723 | -83391 | -580140 |
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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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