Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380500.7252 | 399047.8188 | -18547.0935 | -49758.3722 | -46326.7434 | -3431.6288 |
Total P&L (%) | 380.5007 | 399.0478 | -18.5471 | -49.7584 | -46.3267 | -3.4316 |
Avg Daily Profit (%) | 0.1663 | 0.1744 | -0.0081 | -0.0301 | -0.0272 | -0.0015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209574 | -207192 | -23524 | -463267 | -456098 | -17040 |
Profit Factor | 1.7659 | 1.8869 | 0.6041 | 0.9327 | 0.934 | 0.9084 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 45.3333 | 48.6486 | 42.1053 | 45.3333 | 48.6486 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.1295 | 1.9917 | 0.8307 | 1.1247 | 0.9859 | 1.2491 |
Largest Winning Trade | 294075 | 294075 | 3634 | 231529 | 231529 | 12251 |
Largest Losing Trade | -77442 | -77442 | -5402 | -264405 | -264405 | -5742 |
Avg Bars in Trades | 87 | 176 | 1 | 87 | 176 | 1 |
Avg Bars in Winners | 72 | 135 | 1 | 72 | 135 | 1 |
Avg Bars in Losers | 100 | 214 | 1 | 100 | 214 | 1 |
Bars Traded | 6578 | 6527 | 51 | 6578 | 6527 | 51 |
Profit Streak | 5.2959 | 0 | 9.9626 | 5.2959 | 0 | 9.9626 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51700 | 376703 | -582615 | -641492 | -581298 | -581227 |
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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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