Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410150.2763 | 394855.3133 | 15294.963 | 373384.052 | 562769.3514 | -189385.2994 |
Total P&L (%) | 410.1503 | 394.8553 | 15.295 | 373.3841 | 562.7694 | -189.3853 |
Avg Daily Profit (%) | 0.2074 | 0.1997 | 0.0077 | 0.0787 | 0.0957 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92145 | -51792 | -153626 | -547212 | -298784 | -497215 |
Profit Factor | 1.9859 | 3.5629 | 1.0584 | 1.2275 | 1.938 | 0.8181 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Losing Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Profitability (%) | 53.4247 | 62.1622 | 44.4444 | 53.4247 | 62.1622 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.7313 | 2.1687 | 1.323 | 1.0701 | 1.1796 | 1.0227 |
Largest Winning Trade | 154501 | 154501 | 89327 | 360427 | 324617 | 360427 |
Largest Losing Trade | -43013 | -36903 | -43013 | -248067 | -248067 | -230005 |
Avg Bars in Trades | 49 | 41 | 57 | 49 | 41 | 57 |
Avg Bars in Winners | 66 | 49 | 91 | 66 | 49 | 91 |
Avg Bars in Losers | 28 | 27 | 30 | 28 | 27 | 30 |
Bars Traded | 3594 | 1523 | 2071 | 3594 | 1523 | 2071 |
Profit Streak | 0 | 0 | 572.9221 | 0 | 0 | 572.9221 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64098 | 573889 | -350396 | -163852 | -60658 | -580690 |
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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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