Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197615.9855 | 130890.698 | 66725.2875 | 323090.1369 | 210439.1905 | 112650.9465 |
Total P&L (%) | 197.616 | 130.8907 | 66.7253 | 323.0901 | 210.4392 | 112.6509 |
Avg Daily Profit (%) | 0.4949 | 0.3278 | 0.1671 | 0.3619 | 0.2841 | 0.1891 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33330 | -34588 | -24265 | -128276 | -129760 | -88719 |
Profit Factor | 2.2106 | 2.699 | 1.7741 | 1.7985 | 2.1266 | 1.5172 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 39.726 | 35.1351 | 44.4444 | 39.726 | 35.1351 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.354 | 4.9828 | 2.2176 | 2.7288 | 3.926 | 1.8965 |
Largest Winning Trade | 75931 | 75931 | 31131 | 104707 | 104707 | 95119 |
Largest Losing Trade | -19187 | -11025 | -19187 | -69172 | -44174 | -69172 |
Avg Bars in Trades | 247 | 240 | 253 | 247 | 240 | 253 |
Avg Bars in Winners | 449 | 445 | 452 | 449 | 445 | 452 |
Avg Bars in Losers | 114 | 130 | 95 | 114 | 130 | 95 |
Bars Traded | 18053 | 8910 | 9143 | 18053 | 8910 | 9143 |
Profit Streak | 151.2648 | 190.5357 | 0 | 151.2648 | 190.5357 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66304 | 306644 | 265268 | -68237 | 253432 | 249591 |
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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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