Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154544.5251 | 21061.6092 | 133482.9158 | 170843.8536 | -32265.8363 | 203109.6899 |
Total P&L (%) | 154.5445 | 21.0616 | 133.4829 | 170.8439 | -32.2658 | 203.1097 |
Avg Daily Profit (%) | 0.2967 | 0.0404 | 0.2563 | 0.1915 | -0.0748 | 0.2131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41363 | -37285 | -25416 | -135924 | -112661 | -95982 |
Profit Factor | 1.5606 | 1.1283 | 2.197 | 1.2737 | 0.9141 | 1.8178 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 56.1644 | 52.7778 | 59.4595 | 56.1644 | 52.7778 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.218 | 1.0095 | 1.498 | 0.9941 | 0.8179 | 1.2394 |
Largest Winning Trade | 28819 | 21891 | 28819 | 70836 | 70836 | 67740 |
Largest Losing Trade | -30132 | -30132 | -22002 | -86779 | -72204 | -86779 |
Avg Bars in Trades | 331 | 397 | 267 | 331 | 397 | 267 |
Avg Bars in Winners | 268 | 269 | 267 | 268 | 269 | 267 |
Avg Bars in Losers | 411 | 539 | 266 | 411 | 539 | 266 |
Bars Traded | 24195 | 14297 | 9897 | 24195 | 14297 | 9897 |
Profit Streak | 11.8373 | 0 | 15.4415 | 11.8373 | 0 | 15.4415 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65019 | -224696 | 447007 | -69338 | -580988 | 407381 |
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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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