Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311425.1425 | 285787.8876 | 25637.2549 | -16311.3386 | -7878.4468 | -8432.8917 |
Total P&L (%) | 311.4251 | 285.7879 | 25.6373 | -16.3113 | -7.8784 | -8.4329 |
Avg Daily Profit (%) | 0.166 | 0.1523 | 0.0137 | -0.0095 | -0.0044 | -0.0047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207585 | -81011 | -101556 | -75613 | -28183 | -18623 |
Profit Factor | 1.5868 | 1.9433 | 1.1126 | 0.9206 | 0.9386 | 0.8909 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 45.8333 | 44.4444 | 47.2222 | 45.8333 | 44.4444 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.8753 | 2.4292 | 1.2435 | 1.088 | 1.1732 | 0.9957 |
Largest Winning Trade | 197707 | 197707 | 45680 | 44921 | 44921 | 25193 |
Largest Losing Trade | -61690 | -56353 | -61690 | -45129 | -45129 | -19916 |
Avg Bars in Trades | 101 | 108 | 94 | 101 | 108 | 94 |
Avg Bars in Winners | 147 | 163 | 133 | 147 | 163 | 133 |
Avg Bars in Losers | 62 | 64 | 60 | 62 | 64 | 60 |
Bars Traded | 7323 | 3905 | 3418 | 7323 | 3905 | 3418 |
Profit Streak | 0 | 0 | 29.5003 | 0 | 0 | 29.5003 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75119 | 314706 | -275325 | -664509 | -581273 | -581320 |
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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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