Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361489.6591 | 262806.4443 | 98683.2148 | 67094.5421 | -48093.9901 | 115188.5322 |
Total P&L (%) | 361.4897 | 262.8064 | 98.6832 | 67.0945 | -48.094 | 115.1885 |
Avg Daily Profit (%) | 0.2648 | 0.1925 | 0.0723 | 0.0376 | -0.048 | 0.0562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179196 | -112984 | -123143 | -247079 | -179045 | -150828 |
Profit Factor | 1.6099 | 1.7753 | 1.3889 | 1.0919 | 0.8954 | 1.4258 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 45.0704 | 44.4444 | 45.7143 | 45.0704 | 44.4444 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.962 | 2.2191 | 1.6494 | 1.3307 | 1.1192 | 1.6932 |
Largest Winning Trade | 139247 | 139247 | 56173 | 100136 | 84664 | 100136 |
Largest Losing Trade | -50597 | -50597 | -45661 | -94789 | -94789 | -59476 |
Avg Bars in Trades | 225 | 257 | 193 | 225 | 257 | 193 |
Avg Bars in Winners | 323 | 340 | 306 | 323 | 340 | 306 |
Avg Bars in Losers | 145 | 190 | 98 | 145 | 190 | 98 |
Bars Traded | 16025 | 9260 | 6765 | 16025 | 9260 | 6765 |
Profit Streak | 24.612 | 41.862 | 0 | 24.612 | 41.862 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81428 | 335222 | -96344 | -354934 | -580723 | -117637 |
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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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