Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364484.6634 | 384903.934 | -20419.2705 | -59177.4242 | -30429.2101 | -28748.214 |
Total P&L (%) | 364.4847 | 384.9039 | -20.4193 | -59.1774 | -30.4292 | -28.7482 |
Avg Daily Profit (%) | 0.1458 | 0.154 | -0.0082 | -0.0358 | -0.0145 | -0.0136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185633 | -163219 | -64961 | -214365 | -187031 | -64780 |
Profit Factor | 1.5527 | 1.8637 | 0.9045 | 0.8934 | 0.9219 | 0.8266 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 48 | 43.2432 | 52.6316 | 48 | 43.2432 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.6821 | 2.4462 | 0.8141 | 0.9679 | 1.21 | 0.7439 |
Largest Winning Trade | 243891 | 243891 | 28388 | 127807 | 127807 | 51324 |
Largest Losing Trade | -63544 | -63544 | -30565 | -90962 | -90962 | -59364 |
Avg Bars in Trades | 122 | 224 | 23 | 122 | 224 | 23 |
Avg Bars in Winners | 62 | 117 | 19 | 62 | 117 | 19 |
Avg Bars in Losers | 177 | 305 | 27 | 177 | 305 | 27 |
Bars Traded | 9186 | 8300 | 885 | 9186 | 8300 | 885 |
Profit Streak | 144.6699 | 147.4199 | 144.6699 | 144.6699 | 147.4199 | 144.6699 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56768 | 313771 | -579573 | -641871 | -581160 | -579573 |
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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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