Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260544.5907 | 350735.9349 | -90191.3443 | 70153.3488 | 2594292.514 | -2524139.1651 |
Total P&L (%) | 260.5446 | 350.7359 | -90.1913 | 70.1533 | 2594.2925 | -2524.1392 |
Avg Daily Profit (%) | 0.1318 | 0.1774 | -0.0456 | 0.0269 | 0.1667 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -453752 | -174081 | -336186 | -4367140 | -239378 | -4367140 |
Profit Factor | 1.3118 | 2.0626 | 0.8216 | 1.0129 | 5.9728 | 0.4875 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 16 | 17 | 37 | 19 | 18 |
Losing Trades | 39 | 20 | 19 | 35 | 17 | 18 |
Profitability (%) | 45.8333 | 44.4444 | 47.2222 | 51.3889 | 52.7778 | 50 |
Ratio Avg Win / Avg Loss | 1.5503 | 2.5782 | 0.9182 | 0.9581 | 5.3441 | 0.4875 |
Largest Winning Trade | 144081 | 144081 | 64148 | 1438566 | 1438566 | 1354805 |
Largest Losing Trade | -223851 | -59303 | -223851 | -4367140 | -116840 | -4367140 |
Avg Bars in Trades | 52 | 53 | 50 | 52 | 53 | 50 |
Avg Bars in Winners | 56 | 55 | 57 | 59 | 55 | 64 |
Avg Bars in Losers | 48 | 52 | 44 | 44 | 52 | 36 |
Bars Traded | 3757 | 1937 | 1820 | 3757 | 1937 | 1820 |
Profit Streak | 504.7706 | 0 | 560.2706 | 504.7706 | 0 | 560.2706 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100679 | 330694 | -581276 | -448004 | 598300 | -580196 |
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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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