Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254986.6263 | 232696.7608 | 22289.8655 | 124595.6187 | 172512.6601 | -47917.0414 |
Total P&L (%) | 254.9866 | 232.6968 | 22.2899 | 124.5956 | 172.5127 | -47.917 |
Avg Daily Profit (%) | 0.1803 | 0.1645 | 0.0158 | 0.0572 | 0.0709 | -0.0461 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80677 | -63880 | -92387 | -238264 | -198984 | -215353 |
Profit Factor | 1.5799 | 2.1599 | 1.0932 | 1.13 | 1.3615 | 0.9004 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 50.6667 | 54.0541 | 47.3684 | 50.6667 | 54.0541 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.5383 | 1.8359 | 1.2147 | 1.1003 | 1.1573 | 1.0005 |
Largest Winning Trade | 144644 | 144644 | 47253 | 197717 | 197717 | 74957 |
Largest Losing Trade | -41549 | -38815 | -41549 | -108857 | -108857 | -90062 |
Avg Bars in Trades | 99 | 123 | 76 | 99 | 123 | 76 |
Avg Bars in Winners | 90 | 110 | 68 | 90 | 110 | 68 |
Avg Bars in Losers | 109 | 137 | 84 | 109 | 137 | 84 |
Bars Traded | 7472 | 4559 | 2913 | 7472 | 4559 | 2913 |
Profit Streak | 44.6297 | 0 | 50.4631 | 44.6297 | 0 | 50.4631 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50278 | 430468 | -295576 | -254673 | -97283 | -579557 |
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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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