Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291573.0692 | 42844.9063 | 248728.1629 | 321987.4874 | -9517.5431 | 331505.0304 |
Total P&L (%) | 291.5731 | 42.8449 | 248.7282 | 321.9875 | -9.5175 | 331.505 |
Avg Daily Profit (%) | 0.1904 | 0.028 | 0.1625 | 0.0941 | -0.0065 | 0.0955 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90612 | -63268 | -49457 | -582394 | -497933 | -288389 |
Profit Factor | 1.7135 | 1.1891 | 2.3661 | 1.1708 | 0.9903 | 1.3652 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 47.8873 | 34.2857 | 61.1111 | 47.8873 | 34.2857 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.8647 | 2.2791 | 1.5057 | 1.2741 | 1.898 | 0.8688 |
Largest Winning Trade | 82532 | 82532 | 68366 | 302776 | 302776 | 231547 |
Largest Losing Trade | -29680 | -21458 | -29680 | -196612 | -196612 | -196496 |
Avg Bars in Trades | 63 | 44 | 81 | 63 | 44 | 81 |
Avg Bars in Winners | 99 | 73 | 113 | 99 | 73 | 113 |
Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
Bars Traded | 4504 | 1572 | 2932 | 4504 | 1572 | 2932 |
Profit Streak | 16.9848 | 0 | 44.6515 | 16.9848 | 0 | 44.6515 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80741 | -175000 | 496805 | -191544 | -584121 | -64602 |
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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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