Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385656.9418 | 342506.0659 | 43150.8759 | -98451.8757 | 249953.3456 | -348405.2213 |
Total P&L (%) | 385.6569 | 342.5061 | 43.1509 | -98.4519 | 249.9533 | -348.4052 |
Avg Daily Profit (%) | 0.2083 | 0.185 | 0.0233 | -0.2248 | 0.0677 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173597 | -98129 | -109652 | -685144 | -75285 | -635657 |
Profit Factor | 1.6019 | 2.4534 | 1.1065 | 0.8899 | 3.1178 | 0.5514 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 45 | 23 | 22 | 27 | 14 | 13 |
Losing Trades | 28 | 13 | 15 | 46 | 22 | 24 |
Profitability (%) | 61.6438 | 63.8889 | 59.4595 | 36.9863 | 38.8889 | 35.1351 |
Ratio Avg Win / Avg Loss | 0.9967 | 1.3867 | 0.7544 | 1.5162 | 4.8995 | 1.0179 |
Largest Winning Trade | 120690 | 120690 | 55259 | 198810 | 100937 | 198810 |
Largest Losing Trade | -103434 | -53021 | -103434 | -573382 | -31012 | -573382 |
Avg Bars in Trades | 73 | 55 | 90 | 73 | 55 | 90 |
Avg Bars in Winners | 70 | 44 | 98 | 69 | 54 | 84 |
Avg Bars in Losers | 78 | 76 | 80 | 75 | 56 | 94 |
Bars Traded | 5362 | 2001 | 3361 | 5362 | 2001 | 3361 |
Profit Streak | 15.0169 | 0 | 19.0169 | 15.0169 | 0 | 19.0169 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65958 | 462779 | -266908 | -658752 | -100942 | -584326 |
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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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