Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733046.2148 | 690786.5754 | 42259.6395 | -63068.7889 | -701206.5326 | 638137.7437 |
Total P&L (%) | 733.0462 | 690.7866 | 42.2596 | -63.0688 | -701.2065 | 638.1377 |
Avg Daily Profit (%) | 0.494 | 0.4655 | 0.0285 | -0.0671 | 0 | 0.1348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212050 | -155778 | -118137 | -1477653 | -1524377 | -200467 |
Profit Factor | 2.2186 | 2.8641 | 1.183 | 0.9734 | 0.6568 | 2.9676 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 55.5556 | 50 | 61.1111 | 55.5556 | 50 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.7749 | 2.8641 | 0.7528 | 0.7787 | 0.6568 | 1.8885 |
Largest Winning Trade | 812055 | 812055 | 36124 | 812055 | 812055 | 329476 |
Largest Losing Trade | -71224 | -71224 | -60474 | -1068090 | -1068090 | -95515 |
Avg Bars in Trades | 39 | 58 | 20 | 39 | 58 | 20 |
Avg Bars in Winners | 29 | 36 | 23 | 29 | 36 | 23 |
Avg Bars in Losers | 52 | 81 | 15 | 52 | 81 | 15 |
Bars Traded | 2856 | 2121 | 735 | 2856 | 2121 | 735 |
Profit Streak | 13.8727 | 0 | 18.3727 | 13.8727 | 0 | 18.3727 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67409 | 567811 | -175515 | -662959 | -580780 | -4720 |
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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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