Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285272.858 | 268852.185 | 16420.6731 | -22992.4174 | -131425.71 | 108433.2927 |
Total P&L (%) | 285.2729 | 268.8522 | 16.4207 | -22.9924 | -131.4257 | 108.4333 |
Avg Daily Profit (%) | 0.1603 | 0.1511 | 0.0092 | -0.0147 | 0 | 0.0413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145945 | -131886 | -36263 | -1052960 | -1106661 | -221401 |
Profit Factor | 1.5812 | 1.663 | 1.1924 | 0.9896 | 0.9302 | 1.3406 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 58.9041 | 52.7778 | 64.8649 | 58.9041 | 52.7778 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.1031 | 1.4879 | 0.6459 | 0.6904 | 0.8323 | 0.7262 |
Largest Winning Trade | 95729 | 95729 | 13847 | 457989 | 457989 | 137444 |
Largest Losing Trade | -76907 | -76907 | -36263 | -778439 | -778439 | -221401 |
Avg Bars in Trades | 289 | 578 | 7 | 289 | 578 | 7 |
Avg Bars in Winners | 96 | 211 | 5 | 96 | 211 | 5 |
Avg Bars in Losers | 565 | 989 | 11 | 565 | 989 | 11 |
Bars Traded | 21135 | 20843 | 292 | 21135 | 20843 | 292 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65761 | 345594 | -198116 | -655623 | -580420 | -136881 |
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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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