Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370610.547 | 366647.1859 | 3963.3612 | 43871.1252 | 854224.6069 | -810353.4817 |
Total P&L (%) | 370.6105 | 366.6472 | 3.9634 | 43.8711 | 854.2246 | -810.3535 |
Avg Daily Profit (%) | 0.1876 | 0.1856 | 0.002 | 0.0184 | 0.1142 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171626 | -135963 | -132798 | -1368412 | -936327 | -1260798 |
Profit Factor | 1.5912 | 2.2147 | 1.0122 | 1.0121 | 1.5171 | 0.5881 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 40.2597 | 43.5897 | 36.8421 | 40.2597 | 43.5897 | 36.8421 |
Ratio Avg Win / Avg Loss | 2.3612 | 2.8661 | 1.7352 | 1.5019 | 1.9633 | 1.0082 |
Largest Winning Trade | 169845 | 169845 | 67299 | 639263 | 639263 | 407769 |
Largest Losing Trade | -52342 | -52144 | -52342 | -770359 | -599218 | -770359 |
Avg Bars in Trades | 150 | 136 | 164 | 150 | 136 | 164 |
Avg Bars in Winners | 255 | 213 | 306 | 255 | 213 | 306 |
Avg Bars in Losers | 79 | 76 | 82 | 79 | 76 | 82 |
Bars Traded | 11568 | 5305 | 6263 | 11568 | 5305 | 6263 |
Profit Streak | 0 | 0 | 542.2448 | 0 | 0 | 542.2448 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39575 | 332634 | -566431 | -426286 | -40044 | -583631 |
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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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