Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455468.8872 | 319904.5365 | 135564.3506 | 674673.786 | 244169.3687 | 430504.4173 |
Total P&L (%) | 455.4689 | 319.9045 | 135.5644 | 674.6738 | 244.1694 | 430.5044 |
Avg Daily Profit (%) | 0.2355 | 0.1654 | 0.0701 | 0.1059 | 0.0639 | 0.0863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123107 | -148319 | -30711 | -1226084 | -1107640 | -284421 |
Profit Factor | 2.1407 | 2.3092 | 1.875 | 1.3272 | 1.155 | 1.8831 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 58.6667 | 56.7568 | 60.5263 | 58.6667 | 56.7568 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.5082 | 1.7594 | 1.2228 | 0.935 | 0.88 | 1.2281 |
Largest Winning Trade | 151676 | 151676 | 51360 | 1055932 | 1055932 | 248650 |
Largest Losing Trade | -55595 | -55595 | -35146 | -1107640 | -1107640 | -143608 |
Avg Bars in Trades | 65 | 105 | 25 | 65 | 105 | 25 |
Avg Bars in Winners | 56 | 80 | 35 | 56 | 80 | 35 |
Avg Bars in Losers | 77 | 138 | 11 | 77 | 138 | 11 |
Bars Traded | 4894 | 3912 | 982 | 4894 | 3912 | 982 |
Profit Streak | 0 | 132.5773 | 0 | 0 | 132.5773 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47880 | 474194 | -95243 | -112465 | -157759 | -73598 |
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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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