Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608248.2765 | 431470.0303 | 176778.2462 | 934662.8243 | 491371.6413 | 443291.183 |
Total P&L (%) | 608.2483 | 431.47 | 176.7782 | 934.6628 | 491.3716 | 443.2912 |
Avg Daily Profit (%) | 0.3404 | 0.2414 | 0.0989 | 0.1308 | 0.0995 | 0.0948 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102341 | -47459 | -112675 | -254535 | -125510 | -301965 |
Profit Factor | 2.1766 | 3.7187 | 1.4934 | 1.81 | 2.2297 | 1.5877 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 63.0137 | 55.5556 | 70.2703 | 63.0137 | 55.5556 | 70.2703 |
Ratio Avg Win / Avg Loss | 1.2775 | 2.975 | 0.6318 | 1.0624 | 1.7838 | 0.6717 |
Largest Winning Trade | 87379 | 87379 | 75203 | 245396 | 245396 | 243976 |
Largest Losing Trade | -77584 | -28420 | -77584 | -205131 | -76475 | -205131 |
Avg Bars in Trades | 70 | 51 | 88 | 70 | 51 | 88 |
Avg Bars in Winners | 73 | 54 | 87 | 73 | 54 | 87 |
Avg Bars in Losers | 65 | 48 | 91 | 65 | 48 | 91 |
Bars Traded | 5137 | 1853 | 3284 | 5137 | 1853 | 3284 |
Profit Streak | 52.3712 | 0 | 315.3712 | 52.3712 | 0 | 315.3712 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61482 | 559755 | -57286 | -89357 | -55171 | -62270 |
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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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