Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84310.2915 | 63964.1904 | 20346.1011 | -68580.7125 | 74916.8217 | -143497.5342 |
Total P&L (%) | 84.3103 | 63.9642 | 20.3461 | -68.5807 | 74.9168 | -143.4975 |
Avg Daily Profit (%) | 0.3237 | 0.2456 | 0.0781 | -0.4436 | 0.2149 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93908 | -14826 | -93708 | -279670 | -13998 | -279633 |
Profit Factor | 1.429 | 2.2693 | 1.1392 | 0.8153 | 2.5224 | 0.5544 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 61.6438 | 58.3333 | 64.8649 | 61.6438 | 58.3333 | 64.8649 |
Ratio Avg Win / Avg Loss | 0.8892 | 1.6209 | 0.6171 | 0.5073 | 1.8017 | 0.3003 |
Largest Winning Trade | 17874 | 12216 | 17874 | 23525 | 19564 | 23525 |
Largest Losing Trade | -93708 | -20163 | -93708 | -279633 | -23767 | -279633 |
Avg Bars in Trades | 328 | 331 | 326 | 328 | 331 | 326 |
Avg Bars in Winners | 254 | 280 | 231 | 254 | 280 | 231 |
Avg Bars in Losers | 447 | 401 | 501 | 447 | 401 | 501 |
Bars Traded | 23991 | 11917 | 12074 | 23991 | 11917 | 12074 |
Profit Streak | 0 | 32.4314 | 0 | 0 | 32.4314 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68001 | 453883 | -163800 | -656663 | 476510 | -580241 |
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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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