Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495741.0081 | 434828.7786 | 60912.2295 | 314487.3748 | -198338.7622 | 512826.137 |
Total P&L (%) | 495.741 | 434.8288 | 60.9122 | 314.4874 | -198.3388 | 512.8261 |
Avg Daily Profit (%) | 0.26 | 0.228 | 0.0319 | 0.0746 | 0 | 0.0951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107246 | -101208 | -84166 | -1767359 | -1593531 | -918750 |
Profit Factor | 1.906 | 2.6028 | 1.2208 | 1.0587 | 0.9332 | 1.215 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 42.6667 | 37.8378 | 47.3684 | 42.6667 | 37.8378 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.5612 | 4.276 | 1.3565 | 1.4227 | 1.5332 | 1.35 |
Largest Winning Trade | 258648 | 258648 | 56770 | 715752 | 715752 | 694305 |
Largest Losing Trade | -30979 | -30396 | -30979 | -467825 | -467825 | -318873 |
Avg Bars in Trades | 98 | 87 | 109 | 98 | 87 | 109 |
Avg Bars in Winners | 139 | 105 | 165 | 139 | 105 | 165 |
Avg Bars in Losers | 68 | 76 | 58 | 68 | 76 | 58 |
Bars Traded | 7399 | 3248 | 4151 | 7399 | 3248 | 4151 |
Profit Streak | 51.8991 | 51.8991 | 70.3991 | 51.8991 | 51.8991 | 70.3991 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50965 | 311891 | -151259 | -311987 | -582160 | -66035 |
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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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