Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346954.7024 | 309368.9644 | 37585.738 | 328772.5375 | 512483.8583 | -183711.3208 |
Total P&L (%) | 346.9547 | 309.369 | 37.5857 | 328.7725 | 512.4839 | -183.7113 |
Avg Daily Profit (%) | 0.2026 | 0.1807 | 0.022 | 0.0851 | 0.1059 | 0 |
Buy And Hold Return (%) | 39.8666 | 39.8666 | 39.8666 | 39.8666 | 39.8666 | 39.8666 |
Max Trade Drawdown | -89725 | -57335 | -58989 | -433553 | -218835 | -341726 |
Profit Factor | 1.9106 | 2.5482 | 1.2074 | 1.2458 | 1.8439 | 0.7485 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 52.0548 | 54.0541 | 50 | 52.0548 | 54.0541 | 50 |
Ratio Avg Win / Avg Loss | 1.7598 | 2.166 | 1.2074 | 1.1474 | 1.5673 | 0.7485 |
Largest Winning Trade | 176030 | 176030 | 40725 | 199220 | 199220 | 126054 |
Largest Losing Trade | -37428 | -37428 | -31547 | -190515 | -101531 | -190515 |
Avg Bars in Trades | 65 | 75 | 55 | 65 | 75 | 55 |
Avg Bars in Winners | 63 | 67 | 58 | 63 | 67 | 58 |
Avg Bars in Losers | 68 | 85 | 52 | 68 | 85 | 52 |
Bars Traded | 4809 | 2799 | 2010 | 4809 | 2799 | 2010 |
Profit Streak | 19.6545 | 33.3212 | 0 | 19.6545 | 33.3212 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64183 | 481899 | -329801 | -155105 | -46622 | -580780 |
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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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