Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397758.5786 | 354502.7994 | 43255.7791 | 31166.9581 | -756902.5831 | 788069.5412 |
Total P&L (%) | 397.7586 | 354.5028 | 43.2558 | 31.167 | -756.9026 | 788.0695 |
Avg Daily Profit (%) | 0.2235 | 0.1992 | 0.0243 | 0.0152 | 0 | 0.1228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139320 | -111419 | -80911 | -2224859 | -2055983 | -426106 |
Profit Factor | 1.673 | 1.9269 | 1.2074 | 1.008 | 0.7541 | 1.9898 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 49.3151 | 55.5556 | 43.2432 | 49.3151 | 55.5556 | 43.2432 |
Ratio Avg Win / Avg Loss | 1.7195 | 1.5415 | 1.5847 | 1.036 | 0.6033 | 2.6117 |
Largest Winning Trade | 210694 | 210694 | 46736 | 676247 | 599908 | 676247 |
Largest Losing Trade | -69679 | -69679 | -28687 | -1639201 | -1639201 | -89300 |
Avg Bars in Trades | 42 | 75 | 11 | 42 | 75 | 11 |
Avg Bars in Winners | 21 | 25 | 16 | 21 | 25 | 16 |
Avg Bars in Losers | 63 | 137 | 7 | 63 | 137 | 7 |
Bars Traded | 3117 | 2707 | 410 | 3117 | 2707 | 410 |
Profit Streak | 141.9909 | 0 | 307.9909 | 141.9909 | 0 | 307.9909 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64981 | 431679 | -163086 | -463141 | -580059 | -26299 |
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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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