Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278724.4939 | 45781.1828 | 232943.311 | 287675.6277 | -38985.1018 | 326660.7295 |
Total P&L (%) | 278.7245 | 45.7812 | 232.9433 | 287.6756 | -38.9851 | 326.6607 |
Avg Daily Profit (%) | 0.1827 | 0.03 | 0.1527 | 0.0889 | -0.0324 | 0.0951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65535 | -90233 | -42179 | -225293 | -245446 | -130977 |
Profit Factor | 1.6568 | 1.1813 | 2.3556 | 1.2645 | 0.9385 | 1.7202 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 48.6842 | 42.1053 | 55.2632 | 48.6842 | 42.1053 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.7463 | 1.6243 | 1.9069 | 1.3329 | 1.2905 | 1.3925 |
Largest Winning Trade | 70346 | 70346 | 59305 | 152726 | 110510 | 152726 |
Largest Losing Trade | -35871 | -35871 | -27657 | -133813 | -133813 | -69944 |
Avg Bars in Trades | 56 | 44 | 69 | 56 | 44 | 69 |
Avg Bars in Winners | 77 | 55 | 94 | 77 | 55 | 94 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 4306 | 1676 | 2629 | 4306 | 1676 | 2629 |
Profit Streak | 0 | 0 | 197.3039 | 0 | 0 | 197.3039 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43678 | -177578 | 497190 | -128757 | -582168 | -61697 |
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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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