Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293224.5256 | 72120.4251 | 221104.1005 | 218159.0696 | 28496.1537 | 189662.9159 |
Total P&L (%) | 293.2245 | 72.1204 | 221.1041 | 218.1591 | 28.4962 | 189.6629 |
Avg Daily Profit (%) | 0.1986 | 0.0488 | 0.1497 | 0.0784 | 0.017 | 0.072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75773 | -60019 | -68448 | -272477 | -227326 | -274201 |
Profit Factor | 1.7341 | 1.3527 | 2.134 | 1.1876 | 1.0504 | 1.3174 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 71.4286 | 69.2308 | 73.6842 | 71.4286 | 69.2308 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.6936 | 0.6012 | 0.7621 | 0.4751 | 0.4669 | 0.4705 |
Largest Winning Trade | 55176 | 55176 | 39043 | 129550 | 129550 | 70844 |
Largest Losing Trade | -62387 | -58452 | -62387 | -222292 | -222292 | -204533 |
Avg Bars in Trades | 73 | 46 | 101 | 73 | 46 | 101 |
Avg Bars in Winners | 50 | 29 | 69 | 50 | 29 | 69 |
Avg Bars in Losers | 132 | 83 | 190 | 132 | 83 | 190 |
Bars Traded | 5663 | 1803 | 3860 | 5663 | 1803 | 3860 |
Profit Streak | 19.3036 | 87.8036 | 0 | 19.3036 | 87.8036 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34545 | -125878 | 402787 | -146737 | -337063 | -95139 |
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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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