Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537116.3941 | 424242.584 | 112873.8102 | 308287.4751 | 1060919.8601 | -752632.385 |
Total P&L (%) | 537.1164 | 424.2426 | 112.8738 | 308.2875 | 1060.9199 | -752.6324 |
Avg Daily Profit (%) | 0.2823 | 0.223 | 0.0593 | 0.074 | 0.129 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159217 | -182547 | -69001 | -2299122 | -1985542 | -1499898 |
Profit Factor | 1.786 | 2.0872 | 1.385 | 1.054 | 1.3495 | 0.7181 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 40 | 42.1053 | 37.8378 | 40 | 42.1053 | 37.8378 |
Ratio Avg Win / Avg Loss | 2.6789 | 2.8699 | 2.2754 | 1.5811 | 1.8556 | 1.1797 |
Largest Winning Trade | 182228 | 182228 | 51368 | 1268414 | 1268414 | 541560 |
Largest Losing Trade | -34461 | -34461 | -33410 | -827933 | -562650 | -827933 |
Avg Bars in Trades | 73 | 75 | 72 | 73 | 75 | 72 |
Avg Bars in Winners | 119 | 112 | 126 | 119 | 112 | 126 |
Avg Bars in Losers | 43 | 48 | 39 | 43 | 48 | 39 |
Bars Traded | 5545 | 2868 | 2677 | 5545 | 2868 | 2677 |
Profit Streak | 0 | 0 | 658.5287 | 0 | 0 | 658.5287 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53037 | 314249 | -115745 | -319304 | -21993 | -582878 |
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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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