Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278881.6176 | 246806.9726 | 32074.6451 | -2623.9506 | -79714.8423 | 77090.8917 |
Total P&L (%) | 278.8816 | 246.807 | 32.0746 | -2.624 | -79.7148 | 77.0909 |
Avg Daily Profit (%) | 0.1736 | 0.1536 | 0.02 | -0.0017 | -0.0992 | 0.0356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150093 | -155093 | -26553 | -495901 | -415697 | -115839 |
Profit Factor | 1.6478 | 1.7459 | 1.322 | 0.9977 | 0.9108 | 1.2997 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 46.7532 | 47.3684 | 46.1538 | 46.7532 | 47.3684 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.8767 | 1.9399 | 1.5423 | 1.1363 | 1.012 | 1.5163 |
Largest Winning Trade | 205765 | 205765 | 20739 | 330763 | 330763 | 86580 |
Largest Losing Trade | -45038 | -45038 | -20825 | -169455 | -169455 | -113470 |
Avg Bars in Trades | 113 | 212 | 17 | 113 | 212 | 17 |
Avg Bars in Winners | 121 | 220 | 21 | 121 | 220 | 21 |
Avg Bars in Losers | 107 | 205 | 13 | 107 | 205 | 13 |
Bars Traded | 8765 | 8083 | 681 | 8765 | 8083 | 681 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37024 | 342864 | -168986 | -626651 | -580121 | -145379 |
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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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