Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337825.3591 | 213528.6265 | 124296.7326 | 716960.9149 | 688242.0732 | 28718.8417 |
Total P&L (%) | 337.8254 | 213.5286 | 124.2967 | 716.9609 | 688.2421 | 28.7188 |
Avg Daily Profit (%) | 0.2723 | 0.1721 | 0.1002 | 0.1694 | 0.1666 | 0.0204 |
Buy And Hold Return (%) | 82.093 | 82.093 | 82.093 | 82.093 | 82.093 | 82.093 |
Max Trade Drawdown | -70932 | -40968 | -109489 | -687818 | -218017 | -587233 |
Profit Factor | 1.928 | 2.673 | 1.5257 | 1.5262 | 2.7642 | 1.0295 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 63.0137 | 67.5676 | 58.3333 | 63.0137 | 67.5676 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.1316 | 1.2831 | 1.0898 | 0.8958 | 1.3268 | 0.7354 |
Largest Winning Trade | 51417 | 51417 | 38685 | 236031 | 236031 | 146878 |
Largest Losing Trade | -45439 | -28071 | -45439 | -514718 | -165314 | -514718 |
Avg Bars in Trades | 46 | 44 | 47 | 46 | 44 | 47 |
Avg Bars in Winners | 42 | 40 | 44 | 42 | 40 | 44 |
Avg Bars in Losers | 53 | 55 | 52 | 53 | 55 | 52 |
Bars Traded | 3383 | 1664 | 1719 | 3383 | 1664 | 1719 |
Profit Streak | 54.489 | 82.1556 | 54.489 | 54.489 | 82.1556 | 54.489 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64238 | 401391 | -66250 | -65331 | 545779 | -519515 |
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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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