Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289098.9744 | 333089.7346 | -43990.7602 | -39721.6667 | 10367.9434 | -50089.6102 |
Total P&L (%) | 289.099 | 333.0897 | -43.9908 | -39.7217 | 10.3679 | -50.0896 |
Avg Daily Profit (%) | 0.1567 | 0.1805 | -0.0238 | -0.0274 | 0.0053 | -0.0376 |
Buy And Hold Return (%) | 115.3258 | 115.3258 | 115.3258 | 115.3258 | 115.3258 | 115.3258 |
Max Trade Drawdown | -171606 | -99697 | -114445 | -104266 | -92549 | -66340 |
Profit Factor | 1.6313 | 2.6451 | 0.8278 | 0.8765 | 1.0696 | 0.7098 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 46.2687 | 47.0588 | 45.4545 | 46.2687 | 47.0588 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.8944 | 2.9757 | 0.9934 | 1.0178 | 1.2033 | 0.8517 |
Largest Winning Trade | 326717 | 326717 | 50954 | 76253 | 76253 | 35791 |
Largest Losing Trade | -72342 | -22929 | -72342 | -61046 | -22999 | -61046 |
Avg Bars in Trades | 52 | 48 | 56 | 52 | 48 | 56 |
Avg Bars in Winners | 61 | 56 | 66 | 61 | 56 | 66 |
Avg Bars in Losers | 45 | 41 | 49 | 45 | 41 | 49 |
Bars Traded | 3540 | 1664 | 1876 | 3540 | 1664 | 1876 |
Profit Streak | 13.9798 | 13.9798 | 118.4798 | 13.9798 | 13.9798 | 118.4798 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114862 | 314091 | -581183 | -700763 | -496002 | -581183 |
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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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