Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312182.7732 | 17378.1268 | 294804.6464 | 495113.9176 | 209209.8907 | 285904.0269 |
Total P&L (%) | 312.1828 | 17.3781 | 294.8046 | 495.1139 | 209.2099 | 285.904 |
Avg Daily Profit (%) | 0.2048 | 0.0114 | 0.1934 | 0.1171 | 0.0741 | 0.0886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75476 | -52095 | -79937 | -575633 | -189744 | -577669 |
Profit Factor | 1.8348 | 1.0855 | 2.7264 | 1.3217 | 1.377 | 1.2905 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 60.274 | 54.0541 | 66.6667 | 60.274 | 54.0541 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2093 | 0.9227 | 1.3632 | 0.8711 | 1.1705 | 0.6452 |
Largest Winning Trade | 39938 | 33478 | 39938 | 128243 | 114139 | 128243 |
Largest Losing Trade | -59993 | -28058 | -59993 | -505231 | -116676 | -505231 |
Avg Bars in Trades | 119 | 58 | 181 | 119 | 58 | 181 |
Avg Bars in Winners | 98 | 58 | 132 | 98 | 58 | 132 |
Avg Bars in Losers | 150 | 58 | 281 | 150 | 58 | 281 |
Bars Traded | 8719 | 2169 | 6550 | 8719 | 2169 | 6550 |
Profit Streak | 22.0186 | 99.0186 | 0 | 22.0186 | 99.0186 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64086 | -312875 | 497306 | -112258 | -91974 | -74102 |
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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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