Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606883.5541 | 555048.08 | 51835.4741 | 105911.6144 | -88666.6634 | 194578.2778 |
Total P&L (%) | 606.8836 | 555.0481 | 51.8355 | 105.9116 | -88.6667 | 194.5783 |
Avg Daily Profit (%) | 0.2577 | 0.2357 | 0.022 | 0.0307 | -0.0924 | 0.0459 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96443 | -120806 | -223946 | -135962 | -280477 | -115957 |
Profit Factor | 1.8483 | 2.5088 | 1.1491 | 1.1294 | 0.8437 | 1.7748 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 47.4359 | 41.0256 | 53.8462 | 47.4359 | 41.0256 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.0481 | 3.6064 | 0.985 | 1.2515 | 1.2128 | 1.5212 |
Largest Winning Trade | 209062 | 209062 | 57765 | 93306 | 93306 | 90884 |
Largest Losing Trade | -65934 | -50031 | -65934 | -135877 | -135877 | -58904 |
Avg Bars in Trades | 86 | 109 | 63 | 86 | 109 | 63 |
Avg Bars in Winners | 99 | 112 | 89 | 99 | 112 | 89 |
Avg Bars in Losers | 74 | 107 | 32 | 74 | 107 | 32 |
Bars Traded | 6737 | 4278 | 2459 | 6737 | 4278 | 2459 |
Profit Streak | 0 | 120.2502 | 0 | 0 | 120.2502 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27736 | 382088 | -222300 | -269865 | -581622 | -127748 |
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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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