Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359281.8884 | 123180.5878 | 236101.3006 | 978039.7133 | 162806.2049 | 815233.5084 |
Total P&L (%) | 359.2819 | 123.1806 | 236.1013 | 978.0397 | 162.8062 | 815.2335 |
Avg Daily Profit (%) | 0.3503 | 0.1201 | 0.2302 | 0.2321 | 0.0943 | 0.2161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73201 | -96096 | -34407 | -501594 | -572729 | -267928 |
Profit Factor | 2.0583 | 1.4694 | 4.0629 | 1.6029 | 1.1257 | 3.4961 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 64.3836 | 55.5556 | 72.973 | 64.3836 | 55.5556 | 72.973 |
Ratio Avg Win / Avg Loss | 1.1386 | 1.1756 | 1.5048 | 0.8867 | 0.9005 | 1.2949 |
Largest Winning Trade | 55518 | 55518 | 34265 | 392133 | 392133 | 126042 |
Largest Losing Trade | -40185 | -40185 | -24284 | -267648 | -267648 | -193589 |
Avg Bars in Trades | 38 | 51 | 26 | 38 | 51 | 26 |
Avg Bars in Winners | 28 | 34 | 23 | 28 | 34 | 23 |
Avg Bars in Losers | 58 | 73 | 34 | 58 | 73 | 34 |
Bars Traded | 2836 | 1854 | 983 | 2836 | 1854 | 983 |
Profit Streak | 28.6631 | 0 | 261.6631 | 28.6631 | 0 | 261.6631 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61887 | -30838 | 710441 | -65026 | -150399 | 665975 |
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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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