Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263300.8333 | 3657.0047 | 259643.8286 | 143141.1296 | -81866.981 | 225008.1106 |
Total P&L (%) | 263.3008 | 3.657 | 259.6438 | 143.1411 | -81.867 | 225.0081 |
Avg Daily Profit (%) | 0.1727 | 0.0024 | 0.1703 | 0.0583 | -0.1119 | 0.0773 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94222 | -111871 | -69472 | -258767 | -164289 | -115166 |
Profit Factor | 1.6159 | 1.0128 | 2.8329 | 1.1962 | 0.8194 | 1.8148 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 19 | 14 | 5 | 19 | 14 | 5 |
Profitability (%) | 73.6111 | 61.1111 | 86.1111 | 73.6111 | 61.1111 | 86.1111 |
Ratio Avg Win / Avg Loss | 0.5793 | 0.6445 | 0.4569 | 0.4288 | 0.5215 | 0.2927 |
Largest Winning Trade | 37121 | 25438 | 37121 | 56610 | 46631 | 56610 |
Largest Losing Trade | -66545 | -66545 | -44505 | -164289 | -164289 | -94478 |
Avg Bars in Trades | 40 | 53 | 28 | 40 | 53 | 28 |
Avg Bars in Winners | 24 | 30 | 20 | 24 | 30 | 20 |
Avg Bars in Losers | 85 | 88 | 78 | 85 | 88 | 78 |
Bars Traded | 2942 | 1912 | 1030 | 2942 | 1912 | 1030 |
Profit Streak | 78.5256 | 78.5256 | 282.5256 | 78.5256 | 78.5256 | 282.5256 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71211 | -560697 | 582121 | -200337 | -577970 | -82840 |
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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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