Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508757.9191 | 175536.3272 | 333221.5919 | 1400489.6752 | 1637324.1995 | -236834.5243 |
Total P&L (%) | 508.7579 | 175.5363 | 333.2216 | 1400.4897 | 1637.3242 | -236.8345 |
Avg Daily Profit (%) | 0.3436 | 0.1186 | 0.2251 | 0.1831 | 0.193 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99107 | -30433 | -109729 | -3245545 | -548108 | -2999592 |
Profit Factor | 2.5792 | 3.3329 | 2.3495 | 1.2227 | 2.3488 | 0.9533 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 78.0822 | 75.6757 | 80.5556 | 78.0822 | 75.6757 | 80.5556 |
Ratio Avg Win / Avg Loss | 0.724 | 1.0713 | 0.5671 | 0.3432 | 0.755 | 0.2301 |
Largest Winning Trade | 56349 | 25341 | 56349 | 877143 | 704147 | 877143 |
Largest Losing Trade | -71162 | -21146 | -71162 | -1771004 | -478946 | -1771004 |
Avg Bars in Trades | 109 | 33 | 187 | 109 | 33 | 187 |
Avg Bars in Winners | 67 | 23 | 110 | 67 | 23 | 110 |
Avg Bars in Losers | 258 | 63 | 510 | 258 | 63 | 510 |
Bars Traded | 7999 | 1235 | 6764 | 7999 | 1235 | 6764 |
Profit Streak | 223.993 | 223.993 | 278.3264 | 223.993 | 223.993 | 278.3264 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59572 | -25149 | 535975 | -65140 | 503330 | -575422 |
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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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