Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411600.767 | 357221.6555 | 54379.1115 | -257750.1621 | 295639.1403 | -553389.3024 |
Total P&L (%) | 411.6008 | 357.2217 | 54.3791 | -257.7502 | 295.6391 | -553.3893 |
Avg Daily Profit (%) | 0.2225 | 0.1931 | 0.0294 | 0 | 0.0744 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161115 | -73051 | -141833 | -1013533 | -511133 | -858510 |
Profit Factor | 1.6539 | 2.3828 | 1.1465 | 0.9192 | 1.2544 | 0.7269 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 38 | 15 | 23 | 32 | 14 | 18 |
Losing Trades | 37 | 22 | 15 | 43 | 23 | 20 |
Profitability (%) | 50.6667 | 40.5405 | 60.5263 | 42.6667 | 37.8378 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.6104 | 3.4948 | 0.7477 | 1.2351 | 2.0608 | 0.8076 |
Largest Winning Trade | 207587 | 207587 | 54058 | 363560 | 363560 | 188530 |
Largest Losing Trade | -118422 | -40635 | -118422 | -544137 | -167706 | -544137 |
Avg Bars in Trades | 144 | 117 | 170 | 144 | 117 | 170 |
Avg Bars in Winners | 163 | 143 | 176 | 170 | 158 | 179 |
Avg Bars in Losers | 124 | 99 | 161 | 124 | 92 | 161 |
Bars Traded | 10818 | 4343 | 6475 | 10818 | 4343 | 6475 |
Profit Streak | 110.7589 | 110.7589 | 146.4256 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48818 | 337880 | -212901 | -643240 | -97463 | -581788 |
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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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