Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324095.0496 | 314549.7387 | 9545.3109 | -28893.4636 | 318473.2911 | -347366.7547 |
Total P&L (%) | 324.0951 | 314.5497 | 9.5453 | -28.8935 | 318.4733 | -347.3668 |
Avg Daily Profit (%) | 0.1732 | 0.1681 | 0.0051 | -0.0182 | 0.0765 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197206 | -66738 | -148840 | -643539 | -174227 | -576133 |
Profit Factor | 1.4982 | 2.1613 | 1.0251 | 0.9804 | 1.6636 | 0.6494 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 50.6849 | 50 | 51.3514 | 50.6849 | 50 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.4577 | 2.1613 | 0.9712 | 0.9539 | 1.6636 | 0.6153 |
Largest Winning Trade | 114385 | 114385 | 52841 | 207362 | 111514 | 207362 |
Largest Losing Trade | -81487 | -42344 | -81487 | -260707 | -64455 | -260707 |
Avg Bars in Trades | 47 | 56 | 38 | 47 | 56 | 38 |
Avg Bars in Winners | 52 | 57 | 47 | 52 | 57 | 47 |
Avg Bars in Losers | 42 | 56 | 28 | 42 | 56 | 28 |
Bars Traded | 3467 | 2051 | 1416 | 3467 | 2051 | 1416 |
Profit Streak | 119.1926 | 179.6926 | 119.1926 | 119.1926 | 179.6926 | 119.1926 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66543 | 433522 | -545576 | -656008 | -87051 | -580032 |
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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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