Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512271.5468 | 462264.803 | 50006.7438 | -29983.5039 | 69069.1782 | -99052.6821 |
Total P&L (%) | 512.2715 | 462.2648 | 50.0067 | -29.9835 | 69.0692 | -99.0527 |
Avg Daily Profit (%) | 0.236 | 0.213 | 0.023 | -0.0164 | 0.0242 | -0.2144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162302 | -138818 | -102862 | -707161 | -561034 | -450887 |
Profit Factor | 1.865 | 2.6539 | 1.1599 | 0.9854 | 1.0761 | 0.9133 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 45.3333 | 39.4737 | 51.3514 | 45.3333 | 39.4737 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.249 | 4.0693 | 1.0989 | 1.1883 | 1.65 | 0.8653 |
Largest Winning Trade | 435222 | 435222 | 57206 | 393062 | 393062 | 254184 |
Largest Losing Trade | -76213 | -30292 | -76213 | -377715 | -188936 | -377715 |
Avg Bars in Trades | 163 | 154 | 172 | 163 | 154 | 172 |
Avg Bars in Winners | 201 | 193 | 207 | 201 | 193 | 207 |
Avg Bars in Losers | 132 | 129 | 135 | 132 | 129 | 135 |
Bars Traded | 12265 | 5879 | 6387 | 12265 | 5879 | 6387 |
Profit Streak | 90.7447 | 90.7447 | 100.2447 | 90.7447 | 90.7447 | 100.2447 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50247 | 333795 | -207306 | -641243 | -299861 | -580037 |
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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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