Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273171.5082 | 246863.499 | 26308.0092 | -1731922.5179 | -674937.7326 | -1056984.7854 |
Total P&L (%) | 273.1715 | 246.8635 | 26.308 | -1731.9225 | -674.9377 | -1056.9848 |
Avg Daily Profit (%) | 0.2182 | 0.1972 | 0.021 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68119 | -42992 | -68119 | -1570264 | -678921 | -959007 |
Profit Factor | 1.5504 | 2.8327 | 1.0728 | 0.3855 | 0.4284 | 0.3546 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 57 | 27 | 30 | 17 | 10 | 7 |
Losing Trades | 18 | 10 | 8 | 58 | 27 | 31 |
Profitability (%) | 76 | 72.973 | 78.9474 | 22.6667 | 27.027 | 18.4211 |
Ratio Avg Win / Avg Loss | 0.4896 | 1.0491 | 0.2861 | 1.3152 | 1.1566 | 1.5702 |
Largest Winning Trade | 47860 | 47860 | 39486 | 255958 | 255958 | 167602 |
Largest Losing Trade | -180903 | -36139 | -180903 | -402960 | -220393 | -402960 |
Avg Bars in Trades | 63 | 69 | 57 | 63 | 69 | 57 |
Avg Bars in Winners | 42 | 50 | 35 | 126 | 122 | 132 |
Avg Bars in Losers | 128 | 122 | 137 | 45 | 50 | 40 |
Bars Traded | 4763 | 2588 | 2175 | 4763 | 2588 | 2175 |
Profit Streak | 71.0495 | 94.0495 | 71.0495 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48299 | 585964 | -305197 | -680487 | -599986 | -636798 |
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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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