Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408646.3147 | 355911.2659 | 52735.0489 | -1263164.3406 | -1009554.0722 | -253610.2684 |
Total P&L (%) | 408.6463 | 355.9113 | 52.735 | -1263.1643 | -1009.5541 | -253.6103 |
Avg Daily Profit (%) | 0.1716 | 0.1494 | 0.0221 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271404 | -49980 | -221424 | -1892457 | -1155805 | -748306 |
Profit Factor | 1.7498 | 2.7288 | 1.1555 | 0.5695 | 0.3981 | 0.7982 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 39 | 20 | 19 | 30 | 15 | 15 |
Losing Trades | 34 | 17 | 17 | 43 | 22 | 21 |
Profitability (%) | 53.4247 | 54.0541 | 52.7778 | 41.0959 | 40.5405 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.5254 | 2.3195 | 1.0339 | 0.8163 | 0.5839 | 1.1175 |
Largest Winning Trade | 77650 | 77650 | 55027 | 402156 | 196072 | 402156 |
Largest Losing Trade | -143163 | -40111 | -143163 | -408738 | -408738 | -244332 |
Avg Bars in Trades | 91 | 80 | 103 | 91 | 80 | 103 |
Avg Bars in Winners | 95 | 86 | 105 | 65 | 76 | 54 |
Avg Bars in Losers | 86 | 73 | 100 | 109 | 82 | 137 |
Bars Traded | 6682 | 2968 | 3714 | 6682 | 2968 | 3714 |
Profit Streak | 0 | 0 | 0 | 18.4712 | 18.4712 | 64.4712 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64860 | 438554 | -213562 | -659452 | -583888 | -581381 |
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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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