Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343175.7986 | 86857.2116 | 256318.587 | 580576.967 | -265721.6512 | 846298.6182 |
Total P&L (%) | 343.1758 | 86.8572 | 256.3186 | 580.577 | -265.7217 | 846.2986 |
Avg Daily Profit (%) | 0.2296 | 0.0581 | 0.1715 | 0.1284 | 0 | 0.1505 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84045 | -93059 | -16686 | -511247 | -873270 | -88580 |
Profit Factor | 2.0095 | 1.3218 | 4.658 | 1.3031 | 0.8346 | 3.7422 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 32 | 21 | 11 | 32 | 21 | 11 |
Profitability (%) | 59.4937 | 46.1538 | 72.5 | 59.4937 | 46.1538 | 72.5 |
Ratio Avg Win / Avg Loss | 1.3682 | 1.5421 | 1.7668 | 0.8872 | 0.9737 | 1.4195 |
Largest Winning Trade | 123048 | 123048 | 42405 | 371362 | 371362 | 232353 |
Largest Losing Trade | -37415 | -37415 | -16686 | -429556 | -429556 | -88580 |
Avg Bars in Trades | 101 | 169 | 34 | 101 | 169 | 34 |
Avg Bars in Winners | 78 | 143 | 37 | 78 | 143 | 37 |
Avg Bars in Losers | 135 | 192 | 26 | 135 | 192 | 26 |
Bars Traded | 8000 | 6617 | 1383 | 8000 | 6617 | 1383 |
Profit Streak | 0 | 115.5071 | 0 | 0 | 115.5071 | 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 | -19187 | -114908 | 643189 | -52535 | -581689 | 587546 |
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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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