Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380963.0808 | 385360.8712 | -4397.7903 | -2183.337 | -225455.3553 | 223272.0184 |
Total P&L (%) | 380.9631 | 385.3609 | -4.3978 | -2.1833 | -225.4554 | 223.272 |
Avg Daily Profit (%) | 0.1618 | 0.1636 | -0.0019 | -0.0009 | 0 | 0.0498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177382 | -147685 | -68003 | -1449835 | -1489330 | -266847 |
Profit Factor | 1.5913 | 1.8571 | 0.9774 | 0.9994 | 0.9309 | 1.332 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 54.6667 | 48.6486 | 60.5263 | 54.6667 | 48.6486 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.3196 | 1.9603 | 0.6374 | 0.8288 | 0.9826 | 0.8687 |
Largest Winning Trade | 185872 | 185872 | 55843 | 634344 | 634344 | 159328 |
Largest Losing Trade | -51640 | -49888 | -51640 | -613039 | -613039 | -199579 |
Avg Bars in Trades | 60 | 105 | 16 | 60 | 105 | 16 |
Avg Bars in Winners | 63 | 121 | 18 | 63 | 121 | 18 |
Avg Bars in Losers | 56 | 90 | 13 | 56 | 90 | 13 |
Bars Traded | 4543 | 3900 | 643 | 4543 | 3900 | 643 |
Profit Streak | 14.8665 | 0 | 79.8665 | 14.8665 | 0 | 79.8665 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50648 | 371329 | -578564 | -640585 | -581298 | -125533 |
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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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