Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370893.7512 | 303580.1057 | 67313.6455 | 288707.9056 | -638964.8231 | 927672.7287 |
Total P&L (%) | 370.8938 | 303.5801 | 67.3136 | 288.7079 | -638.9648 | 927.6727 |
Avg Daily Profit (%) | 0.1945 | 0.1592 | 0.0353 | 0.0712 | 0 | 0.1223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224289 | -145930 | -115678 | -4162048 | -3300102 | -1497357 |
Profit Factor | 1.7353 | 2.0503 | 1.3126 | 1.0345 | 0.8859 | 1.3347 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 52.7778 | 50 | 55.5556 | 52.7778 | 50 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.5527 | 2.0503 | 1.0501 | 0.9256 | 0.8859 | 1.0678 |
Largest Winning Trade | 120838 | 120838 | 56542 | 1042800 | 1042800 | 832206 |
Largest Losing Trade | -48352 | -34713 | -48352 | -1097022 | -1097022 | -842325 |
Avg Bars in Trades | 102 | 93 | 110 | 102 | 93 | 110 |
Avg Bars in Winners | 102 | 94 | 110 | 102 | 94 | 110 |
Avg Bars in Losers | 101 | 91 | 112 | 101 | 91 | 112 |
Bars Traded | 7344 | 3349 | 3995 | 7344 | 3349 | 3995 |
Profit Streak | 43.9573 | 43.9573 | 67.2073 | 43.9573 | 43.9573 | 67.2073 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70780 | 437578 | -144065 | -363727 | -579792 | -27384 |
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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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