Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415995.4281 | 295619.788 | 120375.6401 | -273390.6525 | -94585.8339 | -178804.8186 |
Total P&L (%) | 415.9954 | 295.6198 | 120.3756 | -273.3907 | -94.5858 | -178.8048 |
Avg Daily Profit (%) | 0.2304 | 0.1638 | 0.0667 | 0 | -0.1614 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147935 | -84150 | -149505 | -774889 | -299436 | -660689 |
Profit Factor | 1.7741 | 2.5648 | 1.3454 | 0.8226 | 0.832 | 0.8172 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 44 | 21 | 23 | 39 | 19 | 20 |
Losing Trades | 33 | 18 | 15 | 38 | 20 | 18 |
Profitability (%) | 57.1429 | 53.8462 | 60.5263 | 50.6494 | 48.7179 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.3305 | 2.1984 | 0.8774 | 0.8015 | 0.8758 | 0.7354 |
Largest Winning Trade | 209983 | 209983 | 59335 | 154741 | 154741 | 152248 |
Largest Losing Trade | -121344 | -55468 | -121344 | -347583 | -269935 | -347583 |
Avg Bars in Trades | 89 | 90 | 87 | 89 | 90 | 87 |
Avg Bars in Winners | 100 | 102 | 98 | 95 | 118 | 73 |
Avg Bars in Losers | 74 | 76 | 71 | 83 | 64 | 103 |
Bars Traded | 6876 | 3538 | 3337 | 6876 | 3538 | 3337 |
Profit Streak | 16.2608 | 37.2608 | 0 | 0 | 0 | 30.7608 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34363 | 493564 | -103826 | -626971 | -581255 | -579883 |
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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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