Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343439.628 | 379590.1021 | -36150.4741 | -234325.8951 | 325296.543 | -559622.438 |
Total P&L (%) | 343.4396 | 379.5901 | -36.1505 | -234.3259 | 325.2965 | -559.6224 |
Avg Daily Profit (%) | 0.1801 | 0.1991 | -0.019 | 0 | 0.0759 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141405 | -120110 | -150548 | -973028 | -512368 | -782239 |
Profit Factor | 1.4666 | 1.9303 | 0.8898 | 0.8895 | 1.3087 | 0.4751 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 40 | 20 | 20 | 32 | 17 | 15 |
Losing Trades | 32 | 16 | 16 | 40 | 19 | 21 |
Profitability (%) | 55.5556 | 55.5556 | 55.5556 | 44.4444 | 47.2222 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.1732 | 1.5443 | 0.7119 | 1.1118 | 1.4626 | 0.6652 |
Largest Winning Trade | 155698 | 155698 | 33692 | 283926 | 283926 | 266109 |
Largest Losing Trade | -141405 | -61249 | -141405 | -529337 | -337259 | -529337 |
Avg Bars in Trades | 100 | 142 | 57 | 100 | 142 | 57 |
Avg Bars in Winners | 108 | 146 | 70 | 102 | 158 | 39 |
Avg Bars in Losers | 89 | 136 | 42 | 97 | 127 | 71 |
Bars Traded | 7203 | 5116 | 2087 | 7203 | 5116 | 2087 |
Profit Streak | 62.8772 | 0 | 120.3772 | 0 | 266.8772 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73667 | 431892 | -579495 | -665049 | -91516 | -584020 |
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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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