Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250286.5108 | -10285.5555 | 260572.0663 | 138128.0654 | -125871.55 | 263999.6155 |
Total P&L (%) | 250.2865 | -10.2856 | 260.5721 | 138.1281 | -125.8716 | 263.9996 |
Avg Daily Profit (%) | 0.1638 | -0.0067 | 0.1705 | 0.0568 | 0 | 0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97448 | -86715 | -75090 | -291151 | -209246 | -206387 |
Profit Factor | 1.5703 | 0.9635 | 2.6593 | 1.1304 | 0.7906 | 1.5762 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 19 | 14 | 5 | 19 | 14 | 5 |
Profitability (%) | 74.3243 | 62.1622 | 86.4865 | 74.3243 | 62.1622 | 86.4865 |
Ratio Avg Win / Avg Loss | 0.5425 | 0.5865 | 0.4155 | 0.3905 | 0.4812 | 0.2463 |
Largest Winning Trade | 35723 | 24780 | 35723 | 91044 | 55425 | 91044 |
Largest Losing Trade | -59911 | -59911 | -44405 | -145800 | -145350 | -145800 |
Avg Bars in Trades | 119 | 153 | 84 | 119 | 153 | 84 |
Avg Bars in Winners | 68 | 78 | 60 | 68 | 78 | 60 |
Avg Bars in Losers | 267 | 278 | 236 | 267 | 278 | 236 |
Bars Traded | 8828 | 5697 | 3131 | 8828 | 5697 | 3131 |
Profit Streak | 79.7961 | 79.7961 | 283.9628 | 79.7961 | 79.7961 | 283.9628 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56410 | -577827 | 562484 | -259612 | -577827 | -73953 |
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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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