Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272636.5388 | 102569.795 | 170066.7437 | 230196.2051 | 67745.5953 | 162450.6098 |
Total P&L (%) | 272.6365 | 102.5698 | 170.0667 | 230.1962 | 67.7456 | 162.4506 |
Avg Daily Profit (%) | 0.268 | 0.1008 | 0.1672 | 0.1175 | 0.0509 | 0.0949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80744 | -87445 | -62933 | -162395 | -131001 | -126357 |
Profit Factor | 1.753 | 1.4413 | 2.3119 | 1.4186 | 1.1966 | 1.7911 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 24 | 16 | 8 | 24 | 16 | 8 |
Profitability (%) | 67.5676 | 56.7568 | 78.3784 | 67.5676 | 56.7568 | 78.3784 |
Ratio Avg Win / Avg Loss | 0.8414 | 1.0981 | 0.6378 | 0.6809 | 0.9117 | 0.4941 |
Largest Winning Trade | 55395 | 55395 | 36681 | 106906 | 106906 | 49363 |
Largest Losing Trade | -60712 | -46037 | -60712 | -120438 | -87356 | -120438 |
Avg Bars in Trades | 75 | 96 | 55 | 75 | 96 | 55 |
Avg Bars in Winners | 42 | 45 | 40 | 42 | 45 | 40 |
Avg Bars in Losers | 144 | 163 | 108 | 144 | 163 | 108 |
Bars Traded | 5614 | 3562 | 2053 | 5614 | 3562 | 2053 |
Profit Streak | 6.1542 | 0 | 97.8209 | 6.1542 | 0 | 97.8209 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56779 | -56547 | 508577 | -102543 | -130205 | -60503 |
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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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