Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483023.288 | 442935.1329 | 40088.1551 | 151598.0587 | 201533.6558 | -49935.597 |
Total P&L (%) | 483.0233 | 442.9351 | 40.0882 | 151.5981 | 201.5337 | -49.9356 |
Avg Daily Profit (%) | 0.2034 | 0.1865 | 0.0169 | 0.0389 | 0.0465 | -0.0291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110631 | -35227 | -221587 | -234520 | -120260 | -314761 |
Profit Factor | 1.7319 | 3.6636 | 1.0812 | 1.1176 | 1.5223 | 0.9447 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 41.0959 | 43.2432 | 38.8889 | 41.0959 | 43.2432 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.4823 | 4.8085 | 1.699 | 1.6019 | 1.998 | 1.4845 |
Largest Winning Trade | 163431 | 163431 | 70889 | 143436 | 121295 | 143436 |
Largest Losing Trade | -64021 | -19273 | -64021 | -114099 | -62508 | -114099 |
Avg Bars in Trades | 184 | 84 | 287 | 184 | 84 | 287 |
Avg Bars in Winners | 378 | 144 | 647 | 378 | 144 | 647 |
Avg Bars in Losers | 49 | 38 | 59 | 49 | 38 | 59 |
Bars Traded | 13487 | 3124 | 10362 | 13487 | 3124 | 10362 |
Profit Streak | 0 | 0 | 140.6603 | 0 | 0 | 140.6603 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68807 | 421147 | -306362 | -310783 | -130893 | -582863 |
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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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