Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274900.7041 | 222303.5218 | 52597.1823 | 18341.2001 | 1184172.9254 | -1165831.7253 |
Total P&L (%) | 274.9007 | 222.3035 | 52.5972 | 18.3412 | 1184.1729 | -1165.8317 |
Avg Daily Profit (%) | 0.1933 | 0.1563 | 0.037 | 0.0118 | 0.1796 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151156 | -49012 | -115660 | -2382395 | -269319 | -2304898 |
Profit Factor | 1.7339 | 2.2647 | 1.2646 | 1.0057 | 2.6791 | 0.5351 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 67.1233 | 63.8889 | 70.2703 | 67.1233 | 63.8889 | 70.2703 |
Ratio Avg Win / Avg Loss | 0.8492 | 1.28 | 0.535 | 0.4926 | 1.5143 | 0.2264 |
Largest Winning Trade | 50650 | 50650 | 28236 | 350774 | 350774 | 203549 |
Largest Losing Trade | -90956 | -40297 | -90956 | -2255058 | -269319 | -2255058 |
Avg Bars in Trades | 68 | 85 | 50 | 68 | 85 | 50 |
Avg Bars in Winners | 51 | 57 | 46 | 51 | 57 | 46 |
Avg Bars in Losers | 102 | 136 | 61 | 102 | 136 | 61 |
Bars Traded | 4970 | 3094 | 1876 | 4970 | 3094 | 1876 |
Profit Streak | 114.0279 | 140.5279 | 114.0279 | 114.0279 | 140.5279 | 114.0279 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64749 | 461393 | -143269 | -473751 | 552368 | -577581 |
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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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