Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364353.5593 | 270995.8359 | 93357.7234 | -30618.6877 | 19428.9189 | -50047.6066 |
Total P&L (%) | 364.3536 | 270.9958 | 93.3577 | -30.6187 | 19.4289 | -50.0476 |
Avg Daily Profit (%) | 0.2684 | 0.1996 | 0.0688 | -0.0269 | 0.0131 | -0.0511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180189 | -74318 | -166029 | -230605 | -96143 | -159875 |
Profit Factor | 1.6628 | 2.0415 | 1.3225 | 0.9228 | 1.1172 | 0.7833 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 49.3151 | 45.9459 | 52.7778 | 49.3151 | 45.9459 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.709 | 2.4018 | 1.1833 | 0.9484 | 1.3144 | 0.7008 |
Largest Winning Trade | 76952 | 76952 | 63858 | 82821 | 29695 | 82821 |
Largest Losing Trade | -92895 | -29057 | -92895 | -83343 | -31767 | -83343 |
Avg Bars in Trades | 70 | 68 | 73 | 70 | 68 | 73 |
Avg Bars in Winners | 83 | 82 | 84 | 83 | 82 | 84 |
Avg Bars in Losers | 57 | 56 | 59 | 57 | 56 | 59 |
Bars Traded | 5146 | 2516 | 2630 | 5146 | 2516 | 2630 |
Profit Streak | 16.7658 | 34.0158 | 0 | 16.7658 | 34.0158 | 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 | -64616 | 376862 | -100548 | -656749 | -275235 | -580420 |
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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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