Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296583.3187 | -3608.7905 | 300192.1092 | 225657.264 | -146056.3238 | 371713.5878 |
Total P&L (%) | 296.5833 | -3.6088 | 300.1921 | 225.6573 | -146.0563 | 371.7136 |
Avg Daily Profit (%) | 0.1925 | -0.0023 | 0.1949 | 0.0767 | 0 | 0.1008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116249 | -60205 | -90556 | -1329077 | -444102 | -954906 |
Profit Factor | 2.0683 | 0.9777 | 3.5981 | 1.1198 | 0.8007 | 1.3231 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 15 | 12 | 3 | 15 | 12 | 3 |
Profitability (%) | 80.5195 | 69.2308 | 92.1053 | 80.5195 | 69.2308 | 92.1053 |
Ratio Avg Win / Avg Loss | 0.5004 | 0.4345 | 0.3084 | 0.2709 | 0.3559 | 0.1134 |
Largest Winning Trade | 31037 | 20337 | 31037 | 343330 | 186949 | 343330 |
Largest Losing Trade | -86908 | -38096 | -86908 | -882027 | -213476 | -882027 |
Avg Bars in Trades | 101 | 35 | 168 | 101 | 35 | 168 |
Avg Bars in Winners | 59 | 14 | 94 | 59 | 14 | 94 |
Avg Bars in Losers | 273 | 84 | 1029 | 273 | 84 | 1029 |
Bars Traded | 7791 | 1387 | 6403 | 7791 | 1387 | 6403 |
Profit Streak | 0 | 0 | 262.865 | 0 | 0 | 262.865 |
Trades During Streak | 0 | 0 | 11 | 0 | 0 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33348 | -578264 | 654149 | -223040 | -578264 | -53301 |
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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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