Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222006.4453 | -8139.9038 | 230146.3491 | -113587.7256 | -56980.3933 | -56607.3323 |
Total P&L (%) | 222.0064 | -8.1399 | 230.1463 | -113.5877 | -56.9804 | -56.6073 |
Avg Daily Profit (%) | 0.1457 | -0.0053 | 0.151 | 0 | -0.0553 | -0.0548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111839 | -75825 | -101434 | -627376 | -242439 | -599459 |
Profit Factor | 1.5601 | 0.9532 | 2.0351 | 0.9065 | 0.8515 | 0.9319 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 40 | 17 | 23 | 37 | 19 | 18 |
Losing Trades | 33 | 20 | 13 | 36 | 18 | 18 |
Profitability (%) | 54.7945 | 45.9459 | 63.8889 | 50.6849 | 51.3514 | 50 |
Ratio Avg Win / Avg Loss | 1.2871 | 1.1214 | 1.1503 | 0.882 | 0.8067 | 0.9319 |
Largest Winning Trade | 70346 | 33857 | 70346 | 125387 | 86482 | 125387 |
Largest Losing Trade | -101434 | -27629 | -101434 | -563334 | -81992 | -563334 |
Avg Bars in Trades | 113 | 27 | 201 | 113 | 27 | 201 |
Avg Bars in Winners | 105 | 21 | 167 | 114 | 25 | 208 |
Avg Bars in Losers | 123 | 32 | 262 | 112 | 29 | 195 |
Bars Traded | 8287 | 1018 | 7269 | 8287 | 1018 | 7269 |
Profit Streak | 16.0723 | 180.7389 | 0 | 0 | 0 | 84.5723 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71724 | -579020 | 423264 | -656966 | -580319 | -580222 |
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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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