Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356089.7392 | 364858.6615 | -8768.9223 | 40416.7699 | 381929.3826 | -341512.6127 |
Total P&L (%) | 356.0897 | 364.8587 | -8.7689 | 40.4168 | 381.9294 | -341.5126 |
Avg Daily Profit (%) | 0.1928 | 0.1975 | -0.0047 | 0.0184 | 0.0852 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156883 | -156780 | -57957 | -2536061 | -1823465 | -890767 |
Profit Factor | 1.5852 | 1.8542 | 0.9517 | 1.0073 | 1.0995 | 0.7979 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Losing Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Profitability (%) | 53.1646 | 64.1026 | 42.5 | 53.1646 | 64.1026 | 42.5 |
Ratio Avg Win / Avg Loss | 1.3965 | 1.0384 | 1.2875 | 0.8874 | 0.6157 | 1.0795 |
Largest Winning Trade | 114653 | 114653 | 28922 | 689840 | 689840 | 548770 |
Largest Losing Trade | -53988 | -53988 | -30457 | -1154403 | -1154403 | -248390 |
Avg Bars in Trades | 254 | 487 | 26 | 254 | 487 | 26 |
Avg Bars in Winners | 163 | 257 | 23 | 163 | 257 | 23 |
Avg Bars in Losers | 357 | 897 | 28 | 357 | 897 | 28 |
Bars Traded | 20072 | 19013 | 1059 | 20072 | 19013 | 1059 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21481 | 426835 | -581722 | -415507 | -190158 | -581722 |
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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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