Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236494.2992 | 4847.965 | 231646.3343 | 275280.8566 | -109940.889 | 385221.7456 |
Total P&L (%) | 236.4943 | 4.848 | 231.6463 | 275.2809 | -109.9409 | 385.2217 |
Avg Daily Profit (%) | 0.1541 | 0.0032 | 0.1509 | 0.0862 | 0 | 0.103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65405 | -55643 | -40461 | -339242 | -340933 | -208225 |
Profit Factor | 1.7706 | 1.0246 | 3.1121 | 1.2105 | 0.8597 | 1.7351 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 21 | 6 | 15 | 21 | 6 | 15 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 26.9231 | 15.3846 | 38.4615 | 26.9231 | 15.3846 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.806 | 5.6352 | 4.9794 | 3.2856 | 4.7286 | 2.7762 |
Largest Winning Trade | 76252 | 76252 | 72538 | 265883 | 265883 | 221769 |
Largest Losing Trade | -21632 | -21632 | -10550 | -88922 | -88922 | -56252 |
Avg Bars in Trades | 56 | 38 | 73 | 56 | 38 | 73 |
Avg Bars in Winners | 162 | 139 | 171 | 162 | 139 | 171 |
Avg Bars in Losers | 17 | 20 | 12 | 17 | 20 | 12 |
Bars Traded | 4389 | 1510 | 2879 | 4389 | 1510 | 2879 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49530 | -618921 | 312540 | -137325 | -650173 | -56690 |
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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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