Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452503.2008 | 368933.9689 | 83569.2319 | 45713.862 | -39763.3335 | 85477.1955 |
Total P&L (%) | 452.5032 | 368.934 | 83.5692 | 45.7139 | -39.7633 | 85.4772 |
Avg Daily Profit (%) | 0.2822 | 0.2301 | 0.0521 | 0.0235 | -0.0316 | 0.0385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132277 | -133585 | -61358 | -191061 | -230429 | -63781 |
Profit Factor | 2.0176 | 2.294 | 1.5238 | 1.0615 | 0.9192 | 1.34 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 46.1538 | 38.4615 | 53.8462 | 46.1538 | 38.4615 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.3539 | 3.6704 | 1.3061 | 1.2384 | 1.4707 | 1.1486 |
Largest Winning Trade | 496578 | 496578 | 45441 | 226325 | 226325 | 52641 |
Largest Losing Trade | -38929 | -38929 | -37710 | -106834 | -106834 | -56103 |
Avg Bars in Trades | 38 | 26 | 49 | 38 | 26 | 49 |
Avg Bars in Winners | 65 | 54 | 74 | 65 | 54 | 74 |
Avg Bars in Losers | 14 | 9 | 20 | 14 | 9 | 20 |
Bars Traded | 2970 | 1043 | 1927 | 2970 | 1043 | 1927 |
Profit Streak | 0 | 42.5978 | 0 | 0 | 42.5978 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28115 | 341272 | -121346 | -356380 | -581877 | -140581 |
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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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