Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402314.4707 | 392032.1225 | 10282.3482 | 61283.6626 | 224534.4252 | -163250.7626 |
Total P&L (%) | 402.3145 | 392.0321 | 10.2823 | 61.2837 | 224.5344 | -163.2508 |
Avg Daily Profit (%) | 0.1609 | 0.1568 | 0.0041 | 0.0191 | 0.0471 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139545 | -81644 | -90536 | -808258 | -389680 | -542111 |
Profit Factor | 1.7373 | 2.6771 | 1.033 | 1.0257 | 1.209 | 0.8757 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 40.7895 | 42.1053 | 39.4737 | 40.7895 | 42.1053 | 39.4737 |
Ratio Avg Win / Avg Loss | 2.5218 | 3.681 | 1.5839 | 1.4889 | 1.6624 | 1.3428 |
Largest Winning Trade | 364244 | 364244 | 56777 | 381549 | 381549 | 268203 |
Largest Losing Trade | -42136 | -34585 | -42136 | -298604 | -179782 | -298604 |
Avg Bars in Trades | 127 | 111 | 144 | 127 | 111 | 144 |
Avg Bars in Winners | 226 | 185 | 269 | 226 | 185 | 269 |
Avg Bars in Losers | 60 | 57 | 62 | 60 | 57 | 62 |
Bars Traded | 9723 | 4242 | 5481 | 9723 | 4242 | 5481 |
Profit Streak | 38.0504 | 57.8004 | 0 | 38.0504 | 57.8004 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46234 | 355040 | -531553 | -417009 | -131882 | -583191 |
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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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