Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338887.0852 | 92532.4643 | 246354.6208 | 58877.0716 | 114510.2697 | -55633.1981 |
Total P&L (%) | 338.8871 | 92.5325 | 246.3546 | 58.8771 | 114.5103 | -55.6332 |
Avg Daily Profit (%) | 0.222 | 0.0606 | 0.1614 | 0.0303 | 0.05 | -0.0532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95052 | -58220 | -84468 | -202616 | -57192 | -255445 |
Profit Factor | 1.7099 | 1.4307 | 1.9385 | 1.0853 | 1.5575 | 0.8853 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 63.8889 | 58.3333 | 69.4444 | 63.8889 | 58.3333 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.9665 | 1.0219 | 0.8529 | 0.6134 | 1.1125 | 0.3896 |
Largest Winning Trade | 73134 | 73134 | 49234 | 74634 | 68784 | 74634 |
Largest Losing Trade | -84468 | -57720 | -84468 | -189565 | -52226 | -189565 |
Avg Bars in Trades | 56 | 39 | 73 | 56 | 39 | 73 |
Avg Bars in Winners | 46 | 25 | 64 | 46 | 25 | 64 |
Avg Bars in Losers | 74 | 59 | 94 | 74 | 59 | 94 |
Bars Traded | 4079 | 1430 | 2649 | 4079 | 1430 | 2649 |
Profit Streak | 0 | 0 | 55.1291 | 0 | 0 | 55.1291 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73427 | -110031 | 405902 | -363224 | -123399 | -577697 |
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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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