Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243926.8464 | 234832.439 | 9094.4074 | -3343.2213 | 39505.1617 | -42848.3831 |
Total P&L (%) | 243.9268 | 234.8324 | 9.0944 | -3.3432 | 39.5052 | -42.8484 |
Avg Daily Profit (%) | 0.1957 | 0.1884 | 0.0073 | -0.0027 | 0.0267 | -0.0449 |
Buy And Hold Return (%) | 13.4028 | 13.4028 | 13.4028 | 13.4028 | 13.4028 | 13.4028 |
Max Trade Drawdown | -122500 | -60455 | -77770 | -224246 | -160737 | -63509 |
Profit Factor | 1.4875 | 2.3932 | 1.0274 | 0.9938 | 1.1624 | 0.8555 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 69.1358 | 68.2927 | 70 | 69.1358 | 68.2927 | 70 |
Ratio Avg Win / Avg Loss | 0.6641 | 1.1111 | 0.4403 | 0.4437 | 0.5397 | 0.3666 |
Largest Winning Trade | 43880 | 43880 | 29251 | 55872 | 55872 | 22563 |
Largest Losing Trade | -77770 | -56016 | -77770 | -155740 | -155740 | -82877 |
Avg Bars in Trades | 44 | 54 | 34 | 44 | 54 | 34 |
Avg Bars in Winners | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Losers | 78 | 103 | 50 | 78 | 103 | 50 |
Bars Traded | 3622 | 2228 | 1394 | 3622 | 2228 | 1394 |
Profit Streak | 52.1284 | 59.7951 | 52.1284 | 52.1284 | 59.7951 | 52.1284 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4830 | 531753 | -537290 | -592756 | -200052 | -577170 |
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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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