Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371979.1103 | 358068.0151 | 13911.0952 | 49178.9536 | 64721.4598 | -15542.5062 |
Total P&L (%) | 371.9791 | 358.068 | 13.9111 | 49.179 | 64.7215 | -15.5425 |
Avg Daily Profit (%) | 0.1997 | 0.1922 | 0.0075 | 0.0215 | 0.0268 | -0.0091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116987 | -131075 | -93167 | -360691 | -371372 | -114098 |
Profit Factor | 1.745 | 2.4787 | 1.0541 | 1.0484 | 1.1182 | 0.9668 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 47.8873 | 47.2222 | 48.5714 | 47.8873 | 47.2222 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.899 | 2.7703 | 1.1161 | 1.1409 | 1.2498 | 1.0237 |
Largest Winning Trade | 292349 | 292349 | 57244 | 247761 | 247761 | 105021 |
Largest Losing Trade | -56188 | -31621 | -56188 | -145609 | -145609 | -78356 |
Avg Bars in Trades | 101 | 92 | 110 | 101 | 92 | 110 |
Avg Bars in Winners | 119 | 111 | 127 | 119 | 111 | 127 |
Avg Bars in Losers | 85 | 76 | 94 | 85 | 76 | 94 |
Bars Traded | 7209 | 3342 | 3867 | 7209 | 3342 | 3867 |
Profit Streak | 38.4797 | 38.4797 | 62.4797 | 38.4797 | 38.4797 | 62.4797 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80184 | 422710 | -387973 | -423944 | -248452 | -579117 |
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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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