Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391074.134 | 372396.1628 | 18677.9712 | 197494.9883 | 221181.7911 | -23686.8027 |
Total P&L (%) | 391.0741 | 372.3962 | 18.678 | 197.495 | 221.1818 | -23.6868 |
Avg Daily Profit (%) | 0.2209 | 0.2104 | 0.0106 | 0.0616 | 0.0659 | -0.0153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68929 | -43408 | -113460 | -277222 | -162687 | -172461 |
Profit Factor | 1.674 | 2.5521 | 1.0549 | 1.1709 | 1.4276 | 0.9629 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 43.038 | 46.1538 | 40 | 43.038 | 46.1538 | 40 |
Ratio Avg Win / Avg Loss | 2.2156 | 2.9775 | 1.5823 | 1.5498 | 1.6655 | 1.4443 |
Largest Winning Trade | 183218 | 183218 | 81772 | 224701 | 123209 | 224701 |
Largest Losing Trade | -39631 | -31416 | -39631 | -94776 | -94776 | -77000 |
Avg Bars in Trades | 130 | 114 | 146 | 130 | 114 | 146 |
Avg Bars in Winners | 207 | 148 | 274 | 207 | 148 | 274 |
Avg Bars in Losers | 71 | 84 | 60 | 71 | 84 | 60 |
Bars Traded | 10287 | 4447 | 5840 | 10287 | 4447 | 5840 |
Profit Streak | 0 | 25.935 | 0 | 0 | 25.935 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23014 | 419119 | -349407 | -176045 | -103855 | -582972 |
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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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