Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371236.2 | 147289.4977 | 223946.7023 | 867403.8991 | 341634.4501 | 525769.4491 |
Total P&L (%) | 371.2362 | 147.2895 | 223.9467 | 867.4039 | 341.6345 | 525.7694 |
Avg Daily Profit (%) | 0.3638 | 0.1444 | 0.2195 | 0.2227 | 0.1457 | 0.1799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71672 | -75714 | -51436 | -614902 | -369371 | -454808 |
Profit Factor | 1.9765 | 1.6314 | 2.5244 | 1.4255 | 1.3091 | 1.5634 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 47 | 17 | 30 | 47 | 17 | 30 |
Losing Trades | 34 | 23 | 11 | 34 | 23 | 11 |
Profitability (%) | 58.0247 | 42.5 | 73.1707 | 58.0247 | 42.5 | 73.1707 |
Ratio Avg Win / Avg Loss | 1.4298 | 2.2072 | 0.9256 | 1.0312 | 1.7711 | 0.5732 |
Largest Winning Trade | 64425 | 64425 | 45452 | 354841 | 354841 | 178522 |
Largest Losing Trade | -41503 | -34478 | -41503 | -365889 | -206678 | -365889 |
Avg Bars in Trades | 35 | 35 | 34 | 35 | 35 | 34 |
Avg Bars in Winners | 30 | 31 | 30 | 30 | 31 | 30 |
Avg Bars in Losers | 42 | 39 | 48 | 42 | 39 | 48 |
Bars Traded | 2870 | 1436 | 1434 | 2870 | 1436 | 1434 |
Profit Streak | 8.2813 | 0 | 9.948 | 8.2813 | 0 | 9.948 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2621 | -132 | 486905 | -5204 | -207 | 417445 |
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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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