Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337569.3065 | 263085.07 | 74484.2365 | 20090.3679 | 545986.8381 | -525896.4702 |
Total P&L (%) | 337.5693 | 263.0851 | 74.4842 | 20.0904 | 545.9868 | -525.8965 |
Avg Daily Profit (%) | 0.2475 | 0.1929 | 0.0546 | 0.0134 | 0.1369 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162471 | -105895 | -80428 | -1410656 | -689720 | -795201 |
Profit Factor | 1.735 | 2.0514 | 1.3562 | 1.007 | 1.4099 | 0.6577 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 48.7179 | 41.0256 | 56.4103 | 48.7179 | 41.0256 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.8263 | 2.949 | 1.048 | 1.06 | 2.0268 | 0.5082 |
Largest Winning Trade | 263871 | 263871 | 53742 | 1089574 | 1089574 | 207495 |
Largest Losing Trade | -52477 | -41979 | -52477 | -498250 | -288488 | -498250 |
Avg Bars in Trades | 64 | 72 | 56 | 64 | 72 | 56 |
Avg Bars in Winners | 79 | 77 | 80 | 79 | 77 | 80 |
Avg Bars in Losers | 51 | 69 | 26 | 51 | 69 | 26 |
Bars Traded | 5049 | 2839 | 2211 | 5049 | 2839 | 2211 |
Profit Streak | 0 | 31.156 | 0 | 0 | 31.156 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27960 | 307098 | -118717 | -433835 | -10961 | -579926 |
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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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