Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361844.1848 | 450006.8411 | -88162.6562 | -59818.1976 | 154788.5535 | -214606.7511 |
Total P&L (%) | 361.8442 | 450.0068 | -88.1627 | -59.8182 | 154.7886 | -214.6068 |
Avg Daily Profit (%) | 0.1925 | 0.2393 | -0.0469 | -0.0485 | 0.0498 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245439 | -123030 | -190056 | -286887 | -106597 | -196790 |
Profit Factor | 1.4481 | 2.2018 | 0.7965 | 0.8632 | 1.9162 | 0.2004 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 38.8889 | 38.8889 | 38.8889 | 38.8889 | 38.8889 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.2755 | 3.4599 | 1.2516 | 1.3565 | 3.0112 | 0.3149 |
Largest Winning Trade | 256671 | 256671 | 58381 | 194624 | 194624 | 9136 |
Largest Losing Trade | -42126 | -40565 | -42126 | -70885 | -70885 | -66121 |
Avg Bars in Trades | 151 | 143 | 159 | 151 | 143 | 159 |
Avg Bars in Winners | 254 | 245 | 263 | 254 | 245 | 263 |
Avg Bars in Losers | 85 | 78 | 92 | 85 | 78 | 92 |
Bars Traded | 10891 | 5162 | 5729 | 10891 | 5162 | 5729 |
Profit Streak | 130.7529 | 130.7529 | 138.2529 | 130.7529 | 130.7529 | 138.2529 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77091 | 302101 | -582473 | -665858 | -126581 | -584140 |
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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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