Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223290.0896 | 295110.3208 | -71820.2312 | -146685.8517 | 173657.9688 | -320343.8205 |
Total P&L (%) | 223.2901 | 295.1103 | -71.8202 | -146.6859 | 173.658 | -320.3438 |
Avg Daily Profit (%) | 0.1173 | 0.155 | -0.0377 | 0 | 0.0529 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -265801 | -125412 | -229507 | -1007927 | -461369 | -646840 |
Profit Factor | 1.2895 | 1.9289 | 0.8417 | 0.8893 | 1.3065 | 0.5774 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 41 | 17 | 24 | 42 | 21 | 21 |
Losing Trades | 34 | 21 | 13 | 33 | 17 | 16 |
Profitability (%) | 54.6667 | 44.7368 | 64.8649 | 56 | 55.2632 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.0693 | 2.3828 | 0.4559 | 0.6987 | 1.0576 | 0.4399 |
Largest Winning Trade | 367578 | 367578 | 74087 | 346880 | 346880 | 168092 |
Largest Losing Trade | -211200 | -48414 | -211200 | -495820 | -435744 | -495820 |
Avg Bars in Trades | 45 | 39 | 52 | 45 | 39 | 52 |
Avg Bars in Winners | 50 | 40 | 57 | 49 | 42 | 55 |
Avg Bars in Losers | 40 | 39 | 42 | 41 | 36 | 47 |
Bars Traded | 3439 | 1510 | 1929 | 3439 | 1510 | 1929 |
Profit Streak | 83.0721 | 121.5721 | 0 | 0 | 0 | 132.5721 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96258 | 339513 | -578845 | -641000 | -121471 | -579328 |
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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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