Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468421.8472 | 444788.5602 | 23633.2871 | 15629.0304 | 1773401.3294 | -1757772.2991 |
Total P&L (%) | 468.4218 | 444.7886 | 23.6333 | 15.629 | 1773.4013 | -1757.7723 |
Avg Daily Profit (%) | 0.2626 | 0.2493 | 0.0132 | 0.0081 | 0.1644 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145809 | -74119 | -140113 | -2821167 | -524481 | -2342977 |
Profit Factor | 1.7496 | 3.0384 | 1.0581 | 1.0033 | 2.5749 | 0.5088 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 54.7945 | 52.7778 | 56.7568 | 54.7945 | 52.7778 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.4434 | 2.7186 | 0.8062 | 0.8277 | 2.3039 | 0.3876 |
Largest Winning Trade | 226157 | 226157 | 75588 | 1345280 | 1345280 | 567157 |
Largest Losing Trade | -68567 | -38317 | -68567 | -1903583 | -288582 | -1903583 |
Avg Bars in Trades | 141 | 125 | 157 | 141 | 125 | 157 |
Avg Bars in Winners | 168 | 133 | 200 | 168 | 133 | 200 |
Avg Bars in Losers | 108 | 115 | 101 | 108 | 115 | 101 |
Bars Traded | 10322 | 4502 | 5820 | 10322 | 4502 | 5820 |
Profit Streak | 53.5154 | 53.5154 | 76.5154 | 53.5154 | 53.5154 | 76.5154 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63608 | 531638 | -336030 | -484265 | 488306 | -578932 |
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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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