Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228270.8259 | -3425.1014 | 231695.9273 | -307632.6194 | 66020.7737 | -373653.3931 |
Total P&L (%) | 228.2708 | -3.4251 | 231.6959 | -307.6326 | 66.0208 | -373.6534 |
Avg Daily Profit (%) | 0.1493 | -0.0022 | 0.1515 | 0 | 0.0332 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215298 | -112104 | -134271 | -1759745 | -448024 | -1445618 |
Profit Factor | 1.5177 | 0.9817 | 1.9144 | 0.8864 | 1.0845 | 0.8061 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 40 | 16 | 24 | 37 | 19 | 18 |
Losing Trades | 35 | 22 | 13 | 38 | 19 | 19 |
Profitability (%) | 53.3333 | 42.1053 | 64.8649 | 49.3333 | 50 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.328 | 1.3499 | 1.037 | 0.9104 | 1.0845 | 0.8509 |
Largest Winning Trade | 71813 | 46194 | 71813 | 285521 | 200102 | 285521 |
Largest Losing Trade | -119186 | -19077 | -119186 | -1103047 | -183866 | -1103047 |
Avg Bars in Trades | 54 | 11 | 98 | 54 | 11 | 98 |
Avg Bars in Winners | 61 | 12 | 94 | 62 | 14 | 114 |
Avg Bars in Losers | 46 | 11 | 106 | 46 | 9 | 83 |
Bars Traded | 4091 | 455 | 3636 | 4091 | 455 | 3636 |
Profit Streak | 0 | 0 | 270.8609 | 91.5276 | 91.8609 | 0 |
Trades During Streak | 0 | 0 | 7 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53221 | -581890 | 471661 | -641755 | -275547 | -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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