Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344382.57 | 303863.6551 | 40518.915 | 118113.3604 | 161379.7181 | -43266.3577 |
Total P&L (%) | 344.3826 | 303.8637 | 40.5189 | 118.1134 | 161.3797 | -43.2664 |
Avg Daily Profit (%) | 0.3214 | 0.2835 | 0.0378 | 0.0728 | 0.0897 | -0.0529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116024 | -85263 | -57510 | -583477 | -390445 | -352740 |
Profit Factor | 1.8995 | 2.16 | 1.3351 | 1.072 | 1.1507 | 0.9241 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 48.0519 | 44.7368 | 51.2821 | 48.0519 | 44.7368 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.0535 | 2.6682 | 1.2683 | 1.1589 | 1.4215 | 0.8779 |
Largest Winning Trade | 344826 | 344826 | 19037 | 399023 | 399023 | 97994 |
Largest Losing Trade | -40681 | -40681 | -15657 | -211005 | -211005 | -104806 |
Avg Bars in Trades | 79 | 103 | 55 | 79 | 103 | 55 |
Avg Bars in Winners | 86 | 104 | 71 | 86 | 104 | 71 |
Avg Bars in Losers | 72 | 102 | 38 | 72 | 102 | 38 |
Bars Traded | 6088 | 3931 | 2157 | 6088 | 3931 | 2157 |
Profit Streak | 4.7758 | 0 | 161.4425 | 4.7758 | 0 | 161.4425 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34264 | 374771 | -142732 | -283605 | -129956 | -579238 |
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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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