Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415982.4243 | 395330.2334 | 20652.1909 | 52904.0756 | -11183.2285 | 64087.3041 |
Total P&L (%) | 415.9824 | 395.3302 | 20.6522 | 52.9041 | -11.1832 | 64.0873 |
Avg Daily Profit (%) | 0.2217 | 0.2107 | 0.011 | 0.0226 | -0.0063 | 0.0264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170706 | -169499 | -15121 | -1284100 | -1275223 | -50055 |
Profit Factor | 1.8852 | 1.9168 | 1.5331 | 1.0197 | 0.9956 | 1.4471 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 52.0548 | 47.2222 | 56.7568 | 52.0548 | 47.2222 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.7363 | 2.1423 | 1.1681 | 0.9392 | 1.1127 | 1.1025 |
Largest Winning Trade | 204007 | 204007 | 9100 | 698796 | 698796 | 38156 |
Largest Losing Trade | -58166 | -58166 | -7616 | -741568 | -741568 | -28573 |
Avg Bars in Trades | 74 | 148 | 2 | 74 | 148 | 2 |
Avg Bars in Winners | 55 | 122 | 2 | 55 | 122 | 2 |
Avg Bars in Losers | 94 | 171 | 2 | 94 | 171 | 2 |
Bars Traded | 5416 | 5334 | 82 | 5416 | 5334 | 82 |
Profit Streak | 99.4497 | 99.4497 | 150.783 | 99.4497 | 99.4497 | 150.783 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63269 | 389885 | -180950 | -438965 | -579633 | -154892 |
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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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