Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150375.923 | 203293.558 | -52917.6349 | -43988.4108 | 53811.0724 | -97799.4831 |
Total P&L (%) | 150.3759 | 203.2936 | -52.9176 | -43.9884 | 53.8111 | -97.7995 |
Avg Daily Profit (%) | 0.1218 | 0.1647 | -0.0429 | -0.0469 | 0.0349 | -0.3087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88244 | -58470 | -87331 | -92060 | -45588 | -93339 |
Profit Factor | 1.256 | 1.7646 | 0.8354 | 0.8919 | 1.3073 | 0.578 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 51.3514 | 54.0541 | 48.6486 | 51.3514 | 54.0541 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.1899 | 1.4999 | 0.8818 | 0.8449 | 1.1112 | 0.6101 |
Largest Winning Trade | 107991 | 107991 | 30992 | 56319 | 56319 | 23037 |
Largest Losing Trade | -43620 | -43620 | -40013 | -48567 | -33618 | -48567 |
Avg Bars in Trades | 94 | 117 | 72 | 94 | 117 | 72 |
Avg Bars in Winners | 86 | 87 | 85 | 86 | 87 | 85 |
Avg Bars in Losers | 103 | 152 | 59 | 103 | 152 | 59 |
Bars Traded | 7007 | 4338 | 2669 | 7007 | 4338 | 2669 |
Profit Streak | 0 | 0 | 67.9798 | 0 | 0 | 67.9798 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99156 | 363063 | -580328 | -649380 | -146708 | -580328 |
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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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