Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431335.419 | 409643.0937 | 21692.3254 | -13054.5098 | 47726.3646 | -60780.8744 |
Total P&L (%) | 431.3354 | 409.6431 | 21.6923 | -13.0545 | 47.7264 | -60.7809 |
Avg Daily Profit (%) | 0.231 | 0.2194 | 0.0116 | -0.0075 | 0.0209 | -0.0501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187380 | -120311 | -148598 | -181169 | -120063 | -160695 |
Profit Factor | 1.6036 | 2.0917 | 1.0639 | 0.9652 | 1.2723 | 0.6956 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 49.3151 | 41.6667 | 56.7568 | 49.3151 | 41.6667 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.6482 | 2.9284 | 0.8106 | 0.992 | 1.7813 | 0.53 |
Largest Winning Trade | 282087 | 282087 | 47520 | 96100 | 96100 | 47520 |
Largest Losing Trade | -55045 | -45951 | -55045 | -86157 | -67975 | -86157 |
Avg Bars in Trades | 49 | 54 | 45 | 49 | 54 | 45 |
Avg Bars in Winners | 57 | 64 | 51 | 57 | 64 | 51 |
Avg Bars in Losers | 42 | 46 | 37 | 42 | 46 | 37 |
Bars Traded | 3648 | 1958 | 1690 | 3648 | 1958 | 1690 |
Profit Streak | 143.2363 | 143.2363 | 149.7363 | 143.2363 | 143.2363 | 149.7363 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64270 | 327355 | -333108 | -655970 | -168117 | -578933 |
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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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