Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296213.5304 | 27337.6723 | 268875.8581 | 480754.2665 | -8407.7305 | 489161.997 |
Total P&L (%) | 296.2135 | 27.3377 | 268.8759 | 480.7543 | -8.4077 | 489.162 |
Avg Daily Profit (%) | 0.1935 | 0.0179 | 0.1756 | 0.115 | -0.0057 | 0.1159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43554 | -59101 | -32369 | -130100 | -162839 | -141740 |
Profit Factor | 1.911 | 1.1438 | 2.9904 | 1.6531 | 0.9783 | 2.4067 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 52.1127 | 45.7143 | 58.3333 | 52.1127 | 45.7143 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.756 | 1.3583 | 2.136 | 1.5191 | 1.1618 | 1.7191 |
Largest Winning Trade | 79403 | 79403 | 54685 | 215002 | 108370 | 215002 |
Largest Losing Trade | -27580 | -27580 | -16103 | -51988 | -51988 | -51935 |
Avg Bars in Trades | 58 | 38 | 77 | 58 | 38 | 77 |
Avg Bars in Winners | 78 | 50 | 99 | 78 | 50 | 99 |
Avg Bars in Losers | 37 | 29 | 48 | 37 | 29 | 48 |
Bars Traded | 4171 | 1363 | 2807 | 4171 | 1363 | 2807 |
Profit Streak | 21.3281 | 21.9948 | 21.3281 | 21.3281 | 21.9948 | 21.3281 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78480 | -235791 | 531117 | -126057 | -580238 | -32048 |
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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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