Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310851.2871 | 47655.349 | 263195.9381 | 1019957.7939 | -19847.3183 | 1039805.1122 |
Total P&L (%) | 310.8513 | 47.6553 | 263.1959 | 1019.9578 | -19.8473 | 1039.8051 |
Avg Daily Profit (%) | 0.2105 | 0.0323 | 0.1782 | 0.1637 | -0.015 | 0.1649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72974 | -46145 | -76921 | -650533 | -429585 | -679788 |
Profit Factor | 2.742 | 1.4694 | 4.4216 | 1.7083 | 0.9739 | 2.5296 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 11 | 9 | 2 | 11 | 9 | 2 |
Profitability (%) | 84.9315 | 75.6757 | 94.4444 | 84.9315 | 75.6757 | 94.4444 |
Ratio Avg Win / Avg Loss | 0.4865 | 0.4723 | 0.2601 | 0.3031 | 0.313 | 0.1488 |
Largest Winning Trade | 26038 | 14779 | 26038 | 175163 | 91658 | 175163 |
Largest Losing Trade | -46145 | -46145 | -40503 | -433926 | -429585 | -433926 |
Avg Bars in Trades | 35 | 12 | 59 | 35 | 12 | 59 |
Avg Bars in Winners | 22 | 5 | 35 | 22 | 5 | 35 |
Avg Bars in Losers | 111 | 33 | 460 | 111 | 33 | 460 |
Bars Traded | 2591 | 449 | 2142 | 2591 | 449 | 2142 |
Profit Streak | 195.5664 | 195.5664 | 532.5664 | 195.5664 | 195.5664 | 532.5664 |
Trades During Streak | 6 | 3 | 17 | 6 | 3 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60028 | -146904 | 678804 | -62006 | -575806 | 597962 |
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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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