Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396782.775 | 309151.2115 | 87631.5635 | 139088.1682 | 191113.1263 | -52024.9581 |
Total P&L (%) | 396.7828 | 309.1512 | 87.6316 | 139.0882 | 191.1131 | -52.025 |
Avg Daily Profit (%) | 0.2129 | 0.1659 | 0.047 | 0.0468 | 0.0574 | -0.0394 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184373 | -207026 | -56991 | -522443 | -496238 | -256337 |
Profit Factor | 1.7107 | 1.9571 | 1.3724 | 1.1197 | 1.2994 | 0.9006 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 69.863 | 72.2222 | 67.5676 | 69.863 | 72.2222 | 67.5676 |
Ratio Avg Win / Avg Loss | 0.7379 | 0.7527 | 0.6588 | 0.483 | 0.4998 | 0.4323 |
Largest Winning Trade | 118204 | 118204 | 35234 | 196965 | 196965 | 54399 |
Largest Losing Trade | -52431 | -52431 | -44547 | -252038 | -252038 | -182884 |
Avg Bars in Trades | 71 | 117 | 27 | 71 | 117 | 27 |
Avg Bars in Winners | 32 | 43 | 20 | 32 | 43 | 20 |
Avg Bars in Losers | 162 | 308 | 40 | 162 | 308 | 40 |
Bars Traded | 5234 | 4227 | 1007 | 5234 | 4227 | 1007 |
Profit Streak | 171.2894 | 171.2894 | 304.6228 | 171.2894 | 171.2894 | 304.6228 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63762 | 450085 | -127302 | -292896 | -113690 | -576828 |
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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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