Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321428.5902 | 304160.9238 | 17267.6664 | -57877.745 | 31591.5016 | -89469.2467 |
Total P&L (%) | 321.4286 | 304.1609 | 17.2677 | -57.8777 | 31.5915 | -89.4692 |
Avg Daily Profit (%) | 0.1682 | 0.1591 | 0.009 | -0.0452 | 0.0144 | -0.1177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174643 | -135189 | -79534 | -501569 | -396741 | -133168 |
Profit Factor | 1.4601 | 1.8066 | 1.0537 | 0.9441 | 1.0526 | 0.7941 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 42.4658 | 41.6667 | 43.2432 | 42.4658 | 41.6667 | 43.2432 |
Ratio Avg Win / Avg Loss | 1.9782 | 2.5292 | 1.383 | 1.2791 | 1.4737 | 1.0422 |
Largest Winning Trade | 359834 | 359834 | 67678 | 415239 | 415239 | 62355 |
Largest Losing Trade | -40265 | -36992 | -40265 | -115307 | -115307 | -99796 |
Avg Bars in Trades | 50 | 40 | 60 | 50 | 40 | 60 |
Avg Bars in Winners | 69 | 59 | 78 | 69 | 59 | 78 |
Avg Bars in Losers | 36 | 26 | 46 | 36 | 26 | 46 |
Bars Traded | 3686 | 1443 | 2243 | 3686 | 1443 | 2243 |
Profit Streak | 0 | 58.8632 | 0 | 0 | 58.8632 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69685 | 303622 | -353540 | -658318 | -341547 | -581733 |
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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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