Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358701.7655 | 145691.0278 | 213010.7377 | 834737.9807 | 311589.501 | 523148.4797 |
Total P&L (%) | 358.7018 | 145.691 | 213.0107 | 834.738 | 311.5895 | 523.1485 |
Avg Daily Profit (%) | 0.3469 | 0.1409 | 0.206 | 0.2164 | 0.1369 | 0.1771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68597 | -76907 | -42313 | -491588 | -344742 | -317633 |
Profit Factor | 1.9713 | 1.6168 | 2.6005 | 1.4862 | 1.3095 | 1.7365 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 44 | 16 | 28 | 44 | 16 | 28 |
Losing Trades | 34 | 23 | 11 | 34 | 23 | 11 |
Profitability (%) | 56.4103 | 41.0256 | 71.7949 | 56.4103 | 41.0256 | 71.7949 |
Ratio Avg Win / Avg Loss | 1.5233 | 2.3242 | 1.0216 | 1.1484 | 1.8825 | 0.6822 |
Largest Winning Trade | 64562 | 64562 | 47402 | 347571 | 347571 | 153907 |
Largest Losing Trade | -35559 | -35559 | -35360 | -242192 | -179163 | -242192 |
Avg Bars in Trades | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Winners | 31 | 32 | 31 | 31 | 32 | 31 |
Avg Bars in Losers | 42 | 39 | 49 | 42 | 39 | 49 |
Bars Traded | 2866 | 1433 | 1433 | 2866 | 1433 | 1433 |
Profit Streak | 21.7452 | 0 | 23.4119 | 21.7452 | 0 | 23.4119 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24497 | -5348 | 536837 | -27719 | -12453 | 422913 |
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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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