Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294047.3718 | 296568.1235 | -2520.7517 | -81639.0694 | 69385.3079 | -151024.3773 |
Total P&L (%) | 294.0474 | 296.5681 | -2.5208 | -81.6391 | 69.3853 | -151.0244 |
Avg Daily Profit (%) | 0.1541 | 0.1554 | -0.0013 | -0.0888 | 0.0276 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -303537 | -200353 | -133620 | -600744 | -408433 | -192384 |
Profit Factor | 1.4281 | 1.8862 | 0.9928 | 0.9086 | 1.1526 | 0.6552 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 47.2973 | 45.9459 | 48.6486 | 47.2973 | 45.9459 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.5913 | 2.219 | 1.048 | 1.0124 | 1.3559 | 0.6916 |
Largest Winning Trade | 339629 | 339629 | 70783 | 443332 | 443332 | 91070 |
Largest Losing Trade | -77473 | -62251 | -77473 | -156268 | -147158 | -156268 |
Avg Bars in Trades | 49 | 40 | 58 | 49 | 40 | 58 |
Avg Bars in Winners | 59 | 48 | 68 | 59 | 48 | 68 |
Avg Bars in Losers | 41 | 33 | 49 | 41 | 33 | 49 |
Bars Traded | 3673 | 1502 | 2171 | 3673 | 1502 | 2171 |
Profit Streak | 13.3167 | 49.3167 | 0 | 13.3167 | 49.3167 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60017 | 368618 | -579631 | -648335 | -209324 | -581298 |
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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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