Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609574.4365 | 661844.8891 | -52270.4525 | -81607.1128 | 259450.15 | -341057.2628 |
Total P&L (%) | 609.5744 | 661.8449 | -52.2705 | -81.6071 | 259.4502 | -341.0573 |
Avg Daily Profit (%) | 0.3301 | 0.3584 | -0.0283 | -0.0917 | 0.0693 | 0 |
Buy And Hold Return (%) | 187.3233 | 187.3233 | 187.3233 | 187.3233 | 187.3233 | 187.3233 |
Max Trade Drawdown | -144710 | -136769 | -95365 | -245826 | -108757 | -246719 |
Profit Factor | 1.8132 | 3.0987 | 0.8796 | 0.8935 | 2.0879 | 0.3537 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 56.9444 | 63.8889 | 50 | 56.9444 | 63.8889 | 50 |
Ratio Avg Win / Avg Loss | 1.371 | 1.7515 | 0.8796 | 0.6756 | 1.1801 | 0.3537 |
Largest Winning Trade | 230189 | 230189 | 46042 | 179703 | 179703 | 38144 |
Largest Losing Trade | -95365 | -77520 | -95365 | -245826 | -73098 | -245826 |
Avg Bars in Trades | 96 | 128 | 64 | 96 | 128 | 64 |
Avg Bars in Winners | 102 | 127 | 71 | 102 | 127 | 71 |
Avg Bars in Losers | 87 | 129 | 58 | 87 | 129 | 58 |
Bars Traded | 6944 | 4613 | 2331 | 6944 | 4613 | 2331 |
Profit Streak | 78.674 | 81.424 | 78.674 | 78.674 | 81.424 | 78.674 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73042 | 541132 | -580222 | -662414 | -141162 | -580222 |
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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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