Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321534.5615 | 153281.8481 | 168252.7134 | 584177.6344 | 104466.5102 | 479711.1243 |
Total P&L (%) | 321.5346 | 153.2818 | 168.2527 | 584.1776 | 104.4665 | 479.7111 |
Avg Daily Profit (%) | 0.3122 | 0.1488 | 0.1634 | 0.1869 | 0.0695 | 0.1708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61144 | -78648 | -30341 | -342720 | -421407 | -166809 |
Profit Factor | 1.8714 | 1.6609 | 2.2275 | 1.4701 | 1.1168 | 2.3765 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 64.3836 | 58.3333 | 70.2703 | 64.3836 | 58.3333 | 70.2703 |
Ratio Avg Win / Avg Loss | 1.0352 | 1.1863 | 0.9424 | 0.8132 | 0.7977 | 1.0054 |
Largest Winning Trade | 38032 | 38032 | 26556 | 168541 | 168541 | 100588 |
Largest Losing Trade | -52773 | -52773 | -44963 | -305852 | -305852 | -114678 |
Avg Bars in Trades | 40 | 52 | 28 | 40 | 52 | 28 |
Avg Bars in Winners | 28 | 30 | 27 | 28 | 30 | 27 |
Avg Bars in Losers | 61 | 83 | 30 | 61 | 83 | 30 |
Bars Traded | 2945 | 1899 | 1046 | 2945 | 1899 | 1046 |
Profit Streak | 17.3227 | 0 | 293.3227 | 17.3227 | 0 | 293.3227 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62545 | 314250 | 472090 | -66184 | -192802 | 544717 |
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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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