Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814176.6151 | 791964.4768 | 22212.1383 | 462100.7656 | 633771.1615 | -171670.3959 |
Total P&L (%) | 814.1766 | 791.9645 | 22.2121 | 462.1008 | 633.7712 | -171.6704 |
Avg Daily Profit (%) | 0.441 | 0.429 | 0.012 | 0.0936 | 0.108 | 0 |
Buy And Hold Return (%) | 185.4516 | 185.4516 | 185.4516 | 185.4516 | 185.4516 | 185.4516 |
Max Trade Drawdown | -87379 | -70808 | -57098 | -383408 | -283199 | -264105 |
Profit Factor | 2.717 | 4.892 | 1.0821 | 1.2477 | 1.8215 | 0.8431 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 42.4658 | 45.9459 | 38.8889 | 42.4658 | 45.9459 | 38.8889 |
Ratio Avg Win / Avg Loss | 3.6811 | 5.7553 | 1.7004 | 1.6905 | 2.1429 | 1.3248 |
Largest Winning Trade | 717949 | 717949 | 61120 | 498851 | 498851 | 267428 |
Largest Losing Trade | -36391 | -31843 | -36391 | -156136 | -131257 | -156136 |
Avg Bars in Trades | 95 | 82 | 108 | 95 | 82 | 108 |
Avg Bars in Winners | 152 | 106 | 207 | 152 | 106 | 207 |
Avg Bars in Losers | 53 | 62 | 45 | 53 | 62 | 45 |
Bars Traded | 6980 | 3070 | 3910 | 6980 | 3070 | 3910 |
Profit Streak | 89.2152 | 97.4652 | 0 | 89.2152 | 97.4652 | 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 | -65242 | 529837 | -476021 | -149428 | -48654 | -583434 |
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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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