Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230464.7372 | 3726.8476 | 226737.8896 | 127043.9916 | -104917.0445 | 231961.0361 |
Total P&L (%) | 230.4647 | 3.7268 | 226.7379 | 127.044 | -104.917 | 231.961 |
Avg Daily Profit (%) | 0.1519 | 0.0025 | 0.1494 | 0.054 | 0 | 0.0791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98562 | -101448 | -49557 | -365004 | -270729 | -206861 |
Profit Factor | 1.5256 | 1.0134 | 2.4211 | 1.1272 | 0.8199 | 1.5575 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 25 | 8 | 17 | 25 | 8 | 17 |
Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
Profitability (%) | 33.3333 | 21.0526 | 45.9459 | 33.3333 | 21.0526 | 45.9459 |
Ratio Avg Win / Avg Loss | 3.0511 | 3.8001 | 2.8484 | 2.2544 | 3.0748 | 1.8323 |
Largest Winning Trade | 97516 | 97516 | 67673 | 173711 | 141202 | 173711 |
Largest Losing Trade | -31457 | -31457 | -18228 | -93085 | -71246 | -93085 |
Avg Bars in Trades | 39 | 31 | 48 | 39 | 31 | 48 |
Avg Bars in Winners | 88 | 88 | 89 | 88 | 88 | 89 |
Avg Bars in Losers | 14 | 16 | 13 | 14 | 16 | 13 |
Bars Traded | 2966 | 1189 | 1777 | 2966 | 1189 | 1777 |
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 | -57975 | -607229 | 340397 | -267995 | -625199 | -86143 |
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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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