Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391891.2064 | 343983.3728 | 47907.8336 | -4406.6848 | -291341.965 | 286935.2802 |
Total P&L (%) | 391.8912 | 343.9834 | 47.9078 | -4.4067 | -291.342 | 286.9353 |
Avg Daily Profit (%) | 0.206 | 0.1808 | 0.0252 | -0.0024 | 0 | 0.0712 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185773 | -168893 | -115680 | -2644829 | -2671279 | -899538 |
Profit Factor | 1.5527 | 2.1829 | 1.1145 | 0.9993 | 0.912 | 1.0933 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 51.3158 | 50 | 52.6316 | 51.3158 | 50 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.4731 | 2.1829 | 1.0031 | 0.9481 | 0.912 | 0.984 |
Largest Winning Trade | 105078 | 105078 | 77098 | 1249909 | 1249909 | 647979 |
Largest Losing Trade | -67822 | -45011 | -67822 | -1088946 | -1088946 | -516378 |
Avg Bars in Trades | 70 | 48 | 93 | 70 | 48 | 93 |
Avg Bars in Winners | 68 | 58 | 78 | 68 | 58 | 78 |
Avg Bars in Losers | 72 | 38 | 108 | 72 | 38 | 108 |
Bars Traded | 5370 | 1833 | 3537 | 5370 | 1833 | 3537 |
Profit Streak | 0 | 0 | 499.0685 | 0 | 0 | 499.0685 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44306 | 418444 | -254345 | -634385 | -580764 | -216575 |
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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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