Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76318.4017 | 111459.3748 | -35140.973 | 1817853.9752 | 82676.6149 | 1735177.3603 |
Total P&L (%) | 76.3184 | 111.4594 | -35.141 | 1817.854 | 82.6766 | 1735.1774 |
Avg Daily Profit (%) | 0.0559 | 0.0816 | -0.0257 | 0.2165 | 0.0441 | 0.2133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -297161 | -61687 | -335701 | -1784922 | -853916 | -1617943 |
Profit Factor | 1.1116 | 1.5237 | 0.9254 | 1.3501 | 1.0363 | 1.5946 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 47 | 21 | 26 | 41 | 19 | 22 |
Losing Trades | 26 | 16 | 10 | 32 | 18 | 14 |
Profitability (%) | 64.3836 | 56.7568 | 72.2222 | 56.1644 | 51.3514 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.6149 | 1.1609 | 0.3559 | 1.0537 | 0.9818 | 1.0148 |
Largest Winning Trade | 43082 | 38680 | 43082 | 2294580 | 666772 | 2294580 |
Largest Losing Trade | -215574 | -27980 | -215574 | -1124512 | -434765 | -1124512 |
Avg Bars in Trades | 71 | 48 | 95 | 71 | 48 | 95 |
Avg Bars in Winners | 52 | 37 | 65 | 61 | 50 | 71 |
Avg Bars in Losers | 105 | 62 | 173 | 84 | 47 | 132 |
Bars Traded | 5227 | 1799 | 3428 | 5227 | 1799 | 3428 |
Profit Streak | 31.4518 | 89.9518 | 0 | 31.4518 | 89.9518 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -291346 | -81102 | -577899 | -66091 | -315443 | 413055 |
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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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