Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180710.4619 | 274530.4484 | -93819.9865 | -101081.4163 | -285668.0947 | 184586.6784 |
Total P&L (%) | 180.7105 | 274.5304 | -93.82 | -101.0814 | -285.6681 | 184.5867 |
Avg Daily Profit (%) | 0.1224 | 0.1859 | -0.0635 | 0 | 0 | 0.0708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -307448 | -140053 | -218475 | -608362 | -596628 | -225899 |
Profit Factor | 1.2148 | 1.6269 | 0.7675 | 0.9128 | 0.6568 | 1.5658 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 34 | 16 | 18 | 35 | 17 | 18 |
Losing Trades | 39 | 21 | 18 | 38 | 20 | 18 |
Profitability (%) | 46.5753 | 43.2432 | 50 | 47.9452 | 45.9459 | 50 |
Ratio Avg Win / Avg Loss | 1.3934 | 2.1354 | 0.7675 | 0.991 | 0.7727 | 1.5658 |
Largest Winning Trade | 367113 | 367113 | 41356 | 217955 | 217955 | 120712 |
Largest Losing Trade | -113193 | -67749 | -113193 | -408195 | -408195 | -97670 |
Avg Bars in Trades | 78 | 99 | 56 | 78 | 99 | 56 |
Avg Bars in Winners | 72 | 84 | 62 | 69 | 84 | 55 |
Avg Bars in Losers | 82 | 110 | 50 | 86 | 111 | 57 |
Bars Traded | 5710 | 3674 | 2037 | 5710 | 3674 | 2037 |
Profit Streak | 20.7935 | 40.2935 | 0 | 0 | 0 | 50.7935 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107166 | 306240 | -580780 | -657854 | -582349 | -94978 |
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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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