Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517146.9767 | 437341.2734 | 79805.7034 | 96175.0475 | -127640.0167 | 223815.0642 |
Total P&L (%) | 517.147 | 437.3413 | 79.8057 | 96.175 | -127.64 | 223.8151 |
Avg Daily Profit (%) | 0.2722 | 0.2302 | 0.042 | 0.0355 | 0 | 0.0619 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124115 | -100662 | -72803 | -397240 | -357849 | -158934 |
Profit Factor | 1.9677 | 2.5762 | 1.3106 | 1.086 | 0.8046 | 1.4815 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 44 | 37.8378 | 50 | 44 | 37.8378 | 50 |
Ratio Avg Win / Avg Loss | 2.5044 | 4.2323 | 1.3106 | 1.3822 | 1.3219 | 1.4815 |
Largest Winning Trade | 444451 | 444451 | 48885 | 139654 | 139654 | 119482 |
Largest Losing Trade | -38705 | -38705 | -34851 | -160266 | -160266 | -69720 |
Avg Bars in Trades | 97 | 102 | 93 | 97 | 102 | 93 |
Avg Bars in Winners | 135 | 163 | 114 | 135 | 163 | 114 |
Avg Bars in Losers | 68 | 64 | 72 | 68 | 64 | 72 |
Bars Traded | 7321 | 3779 | 3542 | 7321 | 3779 | 3542 |
Profit Streak | 22.3721 | 22.3721 | 28.8721 | 22.3721 | 22.3721 | 28.8721 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49751 | 310150 | -135625 | -333557 | -583287 | -108101 |
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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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