Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306290.4594 | 268653.644 | 37636.8155 | -1021993.3293 | 849314.3521 | -1871307.6814 |
Total P&L (%) | 306.2905 | 268.6536 | 37.6368 | -1021.9933 | 849.3144 | -1871.3077 |
Avg Daily Profit (%) | 0.1729 | 0.1516 | 0.0212 | 0 | 0.1271 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170032 | -74921 | -170032 | -2320013 | -1138391 | -2311414 |
Profit Factor | 1.5181 | 2.1099 | 1.1078 | 0.8277 | 1.3724 | 0.4872 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 43 | 21 | 22 | 36 | 20 | 16 |
Losing Trades | 28 | 15 | 13 | 35 | 16 | 19 |
Profitability (%) | 60.5634 | 58.3333 | 62.8571 | 50.7042 | 55.5556 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.9886 | 1.5071 | 0.6546 | 0.8047 | 1.0979 | 0.5786 |
Largest Winning Trade | 93069 | 93069 | 58114 | 551914 | 539586 | 551914 |
Largest Losing Trade | -170032 | -40051 | -170032 | -1380804 | -492395 | -1380804 |
Avg Bars in Trades | 70 | 37 | 104 | 70 | 37 | 104 |
Avg Bars in Winners | 63 | 24 | 99 | 61 | 41 | 85 |
Avg Bars in Losers | 81 | 54 | 112 | 79 | 31 | 119 |
Bars Traded | 4990 | 1342 | 3648 | 4990 | 1342 | 3648 |
Profit Streak | 0 | 0 | 0 | 131.9757 | 297.309 | 131.9757 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82490 | 442734 | -268850 | -670613 | -20315 | -581886 |
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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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