Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333436.761 | 80273.3982 | 253163.3629 | 364687.959 | -84221.6817 | 448909.6407 |
Total P&L (%) | 333.4368 | 80.2734 | 253.1634 | 364.688 | -84.2217 | 448.9096 |
Avg Daily Profit (%) | 0.2233 | 0.0538 | 0.1695 | 0.1029 | -0.1236 | 0.1141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110118 | -62857 | -85162 | -831218 | -614130 | -634336 |
Profit Factor | 1.7231 | 1.303 | 2.2903 | 1.1438 | 0.9355 | 1.3648 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 42 | 26 | 16 | 42 | 26 | 16 |
Profitability (%) | 45.4545 | 31.5789 | 58.9744 | 45.4545 | 31.5789 | 58.9744 |
Ratio Avg Win / Avg Loss | 2.0677 | 2.8232 | 1.5932 | 1.3726 | 2.0269 | 0.9495 |
Largest Winning Trade | 113037 | 113037 | 68699 | 444134 | 444134 | 324328 |
Largest Losing Trade | -31915 | -31915 | -27361 | -294389 | -118523 | -294389 |
Avg Bars in Trades | 56 | 43 | 69 | 56 | 43 | 69 |
Avg Bars in Winners | 83 | 72 | 89 | 83 | 72 | 89 |
Avg Bars in Losers | 34 | 30 | 40 | 34 | 30 | 40 |
Bars Traded | 4363 | 1654 | 2709 | 4363 | 1654 | 2709 |
Profit Streak | 14.5339 | 0 | 28.2005 | 14.5339 | 0 | 28.2005 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36368 | -127070 | 484037 | -165364 | -585150 | -40148 |
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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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