Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263733.3183 | 66542.0646 | 197191.2537 | 64666.3893 | -3312.5404 | 67978.9296 |
Total P&L (%) | 263.7333 | 66.5421 | 197.1913 | 64.6664 | -3.3125 | 67.9789 |
Avg Daily Profit (%) | 0.2033 | 0.0513 | 0.152 | 0.0384 | -0.0026 | 0.04 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88142 | -46709 | -87826 | -397207 | -145881 | -328783 |
Profit Factor | 1.7496 | 1.4396 | 1.9837 | 1.0749 | 0.9895 | 1.1239 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 64 | 65.7895 | 62.1622 | 64 | 65.7895 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.9842 | 0.7486 | 1.2074 | 0.6046 | 0.5145 | 0.6841 |
Largest Winning Trade | 40495 | 25690 | 40495 | 126185 | 36253 | 126185 |
Largest Losing Trade | -87826 | -37985 | -87826 | -292788 | -88395 | -292788 |
Avg Bars in Trades | 33 | 12 | 54 | 33 | 12 | 54 |
Avg Bars in Winners | 25 | 12 | 39 | 25 | 12 | 39 |
Avg Bars in Losers | 46 | 12 | 77 | 46 | 12 | 77 |
Bars Traded | 2477 | 477 | 2000 | 2477 | 477 | 2000 |
Profit Streak | 28.4008 | 30.9008 | 28.4008 | 28.4008 | 30.9008 | 28.4008 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49531 | -122048 | 431663 | -339425 | -577439 | -223417 |
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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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