Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478779.3935 | 446595.4977 | 32183.8958 | 53933.9963 | 9216.6454 | 44717.3509 |
Total P&L (%) | 478.7794 | 446.5955 | 32.1839 | 53.934 | 9.2166 | 44.7174 |
Avg Daily Profit (%) | 0.1911 | 0.1783 | 0.0128 | 0.0172 | 0.0035 | 0.0148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121216 | -151725 | -111279 | -190515 | -200214 | -88696 |
Profit Factor | 1.7178 | 2.3057 | 1.099 | 1.0716 | 1.0198 | 1.1558 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 50.6667 | 47.3684 | 54.0541 | 50.6667 | 47.3684 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.6726 | 2.5619 | 0.9342 | 1.0434 | 1.1331 | 0.9824 |
Largest Winning Trade | 323036 | 323036 | 53201 | 117115 | 117115 | 77840 |
Largest Losing Trade | -53955 | -53955 | -52190 | -127057 | -127057 | -41907 |
Avg Bars in Trades | 95 | 75 | 116 | 95 | 75 | 116 |
Avg Bars in Winners | 100 | 68 | 129 | 100 | 68 | 129 |
Avg Bars in Losers | 90 | 81 | 101 | 90 | 81 | 101 |
Bars Traded | 7158 | 2850 | 4308 | 7158 | 2850 | 4308 |
Profit Streak | 0 | 0 | 41.9175 | 0 | 0 | 41.9175 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50390 | 389342 | -290783 | -373872 | -553680 | -224711 |
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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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