Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362598.6188 | 373812.4904 | -11213.8716 | -939.0056 | 68507.0021 | -69446.0077 |
Total P&L (%) | 362.5986 | 373.8125 | -11.2139 | -0.939 | 68.507 | -69.446 |
Avg Daily Profit (%) | 0.201 | 0.2072 | -0.0062 | -0.0005 | 0.0289 | -0.0657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73448 | -59366 | -89253 | -117771 | -78235 | -68472 |
Profit Factor | 1.787 | 2.9143 | 0.9578 | 0.9976 | 1.4531 | 0.7167 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 44.7368 | 36.8421 | 52.6316 | 44.7368 | 36.8421 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.2074 | 4.996 | 0.862 | 1.2324 | 2.4911 | 0.645 |
Largest Winning Trade | 287734 | 287734 | 71086 | 122010 | 122010 | 50818 |
Largest Losing Trade | -63056 | -27705 | -63056 | -63056 | -19493 | -63056 |
Avg Bars in Trades | 62 | 56 | 68 | 62 | 56 | 68 |
Avg Bars in Winners | 102 | 114 | 94 | 102 | 114 | 94 |
Avg Bars in Losers | 30 | 23 | 39 | 30 | 23 | 39 |
Bars Traded | 4766 | 2163 | 2603 | 4766 | 2163 | 2603 |
Profit Streak | 91.4638 | 97.7971 | 0 | 91.4638 | 97.7971 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44247 | 313307 | -580423 | -634376 | -156753 | -580423 |
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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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