Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358752.8576 | 354160.7412 | 4592.1164 | -188268.1763 | 218204.8545 | -406473.0308 |
Total P&L (%) | 358.7529 | 354.1607 | 4.5921 | -188.2682 | 218.2049 | -406.473 |
Avg Daily Profit (%) | 0.1563 | 0.1543 | 0.002 | 0 | 0.0504 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245460 | -154744 | -178924 | -495610 | -94892 | -431730 |
Profit Factor | 1.5231 | 2.1963 | 1.0118 | 0.7836 | 2.0231 | 0.3811 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 44 | 21 | 23 | 36 | 19 | 17 |
Losing Trades | 33 | 17 | 16 | 41 | 19 | 22 |
Profitability (%) | 57.1429 | 55.2632 | 58.9744 | 46.7532 | 50 | 43.5897 |
Ratio Avg Win / Avg Loss | 1.1423 | 1.7779 | 0.7038 | 0.8924 | 2.0231 | 0.4932 |
Largest Winning Trade | 141664 | 141664 | 51706 | 116351 | 103710 | 116351 |
Largest Losing Trade | -118763 | -69644 | -118763 | -274558 | -59122 | -274558 |
Avg Bars in Trades | 54 | 74 | 35 | 54 | 74 | 35 |
Avg Bars in Winners | 44 | 45 | 43 | 69 | 106 | 27 |
Avg Bars in Losers | 68 | 109 | 24 | 41 | 41 | 42 |
Bars Traded | 4203 | 2818 | 1385 | 4203 | 2818 | 1385 |
Profit Streak | 138.1961 | 138.1961 | 270.6961 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35027 | 456293 | -562615 | -628318 | -121696 | -583250 |
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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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