Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449067.0107 | 377154.0237 | 71912.9871 | -55272.6074 | 261029.4641 | -316302.0715 |
Total P&L (%) | 449.067 | 377.154 | 71.913 | -55.2726 | 261.0295 | -316.3021 |
Avg Daily Profit (%) | 0.236 | 0.1982 | 0.0378 | -0.0423 | 0.0675 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143529 | -101605 | -131044 | -310384 | -80320 | -391076 |
Profit Factor | 1.7099 | 2.1065 | 1.2465 | 0.9278 | 2.0109 | 0.3761 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 45.3333 | 44.7368 | 45.9459 | 45.3333 | 44.7368 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.062 | 2.6022 | 1.4665 | 1.1188 | 2.484 | 0.4424 |
Largest Winning Trade | 227997 | 227997 | 60166 | 117921 | 117921 | 35732 |
Largest Losing Trade | -91197 | -52331 | -91197 | -290051 | -41695 | -290051 |
Avg Bars in Trades | 48 | 38 | 60 | 48 | 38 | 60 |
Avg Bars in Winners | 76 | 62 | 90 | 76 | 62 | 90 |
Avg Bars in Losers | 26 | 18 | 34 | 26 | 18 | 34 |
Bars Traded | 3674 | 1448 | 2225 | 3674 | 1448 | 2225 |
Profit Streak | 0 | 0 | 588.9012 | 0 | 0 | 588.9012 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51922 | 344810 | -143263 | -642203 | -101016 | -581390 |
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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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