Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216044.5727 | 209625.6189 | 6418.9538 | 10209.098 | 260324.9651 | -250115.867 |
Total P&L (%) | 216.0446 | 209.6256 | 6.419 | 10.2091 | 260.325 | -250.1159 |
Avg Daily Profit (%) | 0.2074 | 0.2012 | 0.0062 | 0.0093 | 0.1231 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113607 | -90712 | -116192 | -417860 | -232566 | -368152 |
Profit Factor | 1.4566 | 1.8703 | 1.0276 | 1.0087 | 1.4829 | 0.6075 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 45.9459 | 43.2432 | 48.6486 | 45.9459 | 43.2432 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.7136 | 2.4548 | 1.0847 | 1.1867 | 1.9464 | 0.6412 |
Largest Winning Trade | 200089 | 200089 | 37280 | 337230 | 337230 | 63842 |
Largest Losing Trade | -47746 | -47746 | -36803 | -186142 | -101353 | -186142 |
Avg Bars in Trades | 327 | 324 | 330 | 327 | 324 | 330 |
Avg Bars in Winners | 450 | 469 | 434 | 450 | 469 | 434 |
Avg Bars in Losers | 222 | 214 | 231 | 222 | 214 | 231 |
Bars Traded | 24234 | 12018 | 12216 | 24234 | 12018 | 12216 |
Profit Streak | 41.5208 | 41.5208 | 142.3541 | 41.5208 | 41.5208 | 142.3541 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59530 | 327938 | -539641 | -619982 | -28389 | -579915 |
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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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