Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97314.4295 | 197844.6731 | -100530.2435 | 180604.3627 | 39051.0936 | 141553.2691 |
Total P&L (%) | 97.3144 | 197.8447 | -100.5302 | 180.6044 | 39.0511 | 141.5533 |
Avg Daily Profit (%) | 0.0788 | 0.1603 | -0.0814 | 0.0836 | 0.0267 | 0.0715 |
Buy And Hold Return (%) | 10.2144 | 10.2144 | 10.2144 | 10.2144 | 10.2144 | 10.2144 |
Max Trade Drawdown | -117206 | -43548 | -109931 | -161399 | -137045 | -72146 |
Profit Factor | 1.1725 | 2.5037 | 0.7677 | 1.2813 | 1.1597 | 1.3561 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 46 | 23 | 23 | 44 | 23 | 21 |
Losing Trades | 19 | 9 | 10 | 21 | 9 | 12 |
Profitability (%) | 70.7692 | 71.875 | 69.697 | 67.6923 | 71.875 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.4843 | 0.9797 | 0.3338 | 0.6115 | 0.4538 | 0.7749 |
Largest Winning Trade | 37943 | 37943 | 36087 | 270262 | 57887 | 270262 |
Largest Losing Trade | -217772 | -43548 | -217772 | -217772 | -136724 | -217772 |
Avg Bars in Trades | 108 | 109 | 107 | 108 | 109 | 107 |
Avg Bars in Winners | 66 | 72 | 60 | 76 | 74 | 78 |
Avg Bars in Losers | 209 | 203 | 214 | 175 | 198 | 158 |
Bars Traded | 7048 | 3497 | 3551 | 7048 | 3497 | 3551 |
Profit Streak | 52.5933 | 79.76 | 52.5934 | 52.5934 | 79.76 | 52.5934 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -252015 | 469529 | -577263 | -215235 | -202288 | -96017 |
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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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