Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296776.3378 | 78197.4065 | 218578.9314 | 61325.3426 | -518255.0588 | 579580.4014 |
Total P&L (%) | 296.7763 | 78.1974 | 218.5789 | 61.3253 | -518.2551 | 579.5804 |
Avg Daily Profit (%) | 0.1781 | 0.0469 | 0.1311 | 0.0287 | 0 | 0.115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197502 | -133900 | -121376 | -2350031 | -999435 | -1720426 |
Profit Factor | 1.4985 | 1.2188 | 1.9189 | 1.0127 | 0.7808 | 1.2363 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 37 | 24 | 13 | 37 | 24 | 13 |
Profitability (%) | 55.9524 | 42.8571 | 69.0476 | 55.9524 | 42.8571 | 69.0476 |
Ratio Avg Win / Avg Loss | 1.1797 | 1.625 | 0.8602 | 0.7973 | 1.041 | 0.5542 |
Largest Winning Trade | 136284 | 136284 | 37315 | 447783 | 412092 | 447783 |
Largest Losing Trade | -55268 | -52765 | -55268 | -1373150 | -781979 | -1373150 |
Avg Bars in Trades | 58 | 67 | 48 | 58 | 67 | 48 |
Avg Bars in Winners | 38 | 39 | 37 | 38 | 39 | 37 |
Avg Bars in Losers | 83 | 88 | 73 | 83 | 88 | 73 |
Bars Traded | 4890 | 2843 | 2047 | 4890 | 2843 | 2047 |
Profit Streak | 23.6605 | 0 | 44.6605 | 23.6605 | 0 | 44.6605 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369794 | -132284 | -14010 | -361766 | -581845 | -37902 |
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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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