Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542681.8872 | 498424.6753 | 44257.212 | 295447.8019 | 141247.1136 | 154200.6883 |
Total P&L (%) | 542.6819 | 498.4247 | 44.2572 | 295.4478 | 141.2471 | 154.2007 |
Avg Daily Profit (%) | 0.2296 | 0.2109 | 0.0187 | 0.0582 | 0.0373 | 0.0395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130790 | -41505 | -187377 | -209364 | -120443 | -150224 |
Profit Factor | 1.8877 | 3.394 | 1.1098 | 1.3268 | 1.385 | 1.287 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 36 | 34.2105 | 37.8378 | 36 | 34.2105 | 37.8378 |
Ratio Avg Win / Avg Loss | 3.3559 | 6.5269 | 1.8232 | 2.3587 | 2.6635 | 2.1143 |
Largest Winning Trade | 244709 | 244709 | 70470 | 199854 | 109765 | 199854 |
Largest Losing Trade | -72988 | -16979 | -72988 | -77572 | -45240 | -77572 |
Avg Bars in Trades | 86 | 38 | 134 | 86 | 38 | 134 |
Avg Bars in Winners | 179 | 78 | 274 | 179 | 78 | 274 |
Avg Bars in Losers | 33 | 17 | 50 | 33 | 17 | 50 |
Bars Traded | 6454 | 1460 | 4994 | 6454 | 1460 | 4994 |
Profit Streak | 142.0437 | 142.0437 | 147.7104 | 142.0437 | 142.0437 | 147.7104 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53886 | 311354 | -272492 | -179620 | -146954 | -143196 |
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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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