Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471893.0912 | 443101.3817 | 28791.7095 | 103568.3459 | -133627.064 | 237195.4099 |
Total P&L (%) | 471.8931 | 443.1014 | 28.7917 | 103.5683 | -133.6271 | 237.1954 |
Avg Daily Profit (%) | 0.2467 | 0.2316 | 0.0151 | 0.0372 | 0 | 0.0636 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227836 | -133789 | -122990 | -1705519 | -1347016 | -690788 |
Profit Factor | 1.8141 | 2.7137 | 1.0897 | 1.0284 | 0.9266 | 1.1301 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 45.8333 | 44.4444 | 47.2222 | 45.8333 | 44.4444 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.1439 | 3.3921 | 1.2179 | 1.2154 | 1.1583 | 1.2631 |
Largest Winning Trade | 271646 | 271646 | 62933 | 677683 | 677683 | 605305 |
Largest Losing Trade | -48737 | -29340 | -48737 | -533157 | -527200 | -533157 |
Avg Bars in Trades | 77 | 71 | 83 | 77 | 71 | 83 |
Avg Bars in Winners | 97 | 84 | 110 | 97 | 84 | 110 |
Avg Bars in Losers | 59 | 60 | 59 | 59 | 60 | 59 |
Bars Traded | 5563 | 2563 | 3000 | 5563 | 2563 | 3000 |
Profit Streak | 27.5696 | 27.5696 | 74.5696 | 27.5696 | 27.5696 | 74.5696 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72924 | 412096 | -297976 | -416895 | -580733 | -185542 |
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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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