Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421092.2225 | 353962.8216 | 67129.4009 | 96069.1069 | 399956.0788 | -303886.9719 |
Total P&L (%) | 421.0922 | 353.9628 | 67.1294 | 96.0691 | 399.9561 | -303.887 |
Avg Daily Profit (%) | 0.2213 | 0.1861 | 0.0353 | 0.0354 | 0.0846 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101117 | -126296 | -110556 | -413139 | -273986 | -524019 |
Profit Factor | 1.7052 | 2.0942 | 1.2453 | 1.0639 | 1.5504 | 0.6085 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 49.3506 | 48.7179 | 50 | 49.3506 | 48.7179 | 50 |
Ratio Avg Win / Avg Loss | 1.75 | 2.2044 | 1.2453 | 1.0919 | 1.632 | 0.6085 |
Largest Winning Trade | 180069 | 180069 | 56619 | 217878 | 217878 | 73890 |
Largest Losing Trade | -54397 | -46719 | -54397 | -266675 | -122856 | -266675 |
Avg Bars in Trades | 43 | 38 | 49 | 43 | 38 | 49 |
Avg Bars in Winners | 63 | 55 | 71 | 63 | 55 | 71 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 3362 | 1486 | 1876 | 3362 | 1486 | 1876 |
Profit Streak | 0 | 0 | 652.9789 | 0 | 0 | 652.9789 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35495 | 396209 | -145230 | -342349 | -77723 | -579807 |
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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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