Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484446.0972 | 423539.7716 | 60906.3256 | 106675.344 | 59826.5832 | 46848.7608 |
Total P&L (%) | 484.4461 | 423.5398 | 60.9063 | 106.6753 | 59.8266 | 46.8488 |
Avg Daily Profit (%) | 0.26 | 0.2273 | 0.0327 | 0.039 | 0.0252 | 0.0206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133677 | -153518 | -42782 | -538576 | -601431 | -187503 |
Profit Factor | 1.9904 | 2.0535 | 1.6992 | 1.0726 | 1.05 | 1.1706 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 68.4932 | 66.6667 | 70.2703 | 68.4932 | 66.6667 | 70.2703 |
Ratio Avg Win / Avg Loss | 0.9156 | 1.0267 | 0.7189 | 0.4934 | 0.525 | 0.4953 |
Largest Winning Trade | 81662 | 81662 | 19045 | 172423 | 172423 | 57226 |
Largest Losing Trade | -85555 | -85555 | -42782 | -387176 | -387176 | -187503 |
Avg Bars in Trades | 94 | 189 | 2 | 94 | 189 | 2 |
Avg Bars in Winners | 49 | 100 | 1 | 49 | 100 | 1 |
Avg Bars in Losers | 193 | 368 | 2 | 193 | 368 | 2 |
Bars Traded | 6921 | 6839 | 82 | 6921 | 6839 | 82 |
Profit Streak | 77.3068 | 0 | 146.8068 | 77.3068 | 0 | 146.8068 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63906 | 460998 | -145895 | -356254 | -324905 | -197961 |
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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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