Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223813.2537 | -24396.6874 | 248209.9411 | 205695.1932 | -134753.0579 | 340448.2511 |
Total P&L (%) | 223.8133 | -24.3967 | 248.2099 | 205.6952 | -134.7531 | 340.4483 |
Avg Daily Profit (%) | 0.1466 | -0.016 | 0.1626 | 0.0732 | 0 | 0.0972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77222 | -63696 | -37183 | -390326 | -342266 | -154677 |
Profit Factor | 1.5815 | 0.9081 | 3.0805 | 1.1625 | 0.8267 | 1.697 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 43 | 15 | 28 | 43 | 15 | 28 |
Losing Trades | 35 | 24 | 11 | 35 | 24 | 11 |
Profitability (%) | 55.1282 | 38.4615 | 71.7949 | 55.1282 | 38.4615 | 71.7949 |
Ratio Avg Win / Avg Loss | 1.2873 | 1.453 | 1.2102 | 0.9462 | 1.3226 | 0.6667 |
Largest Winning Trade | 72467 | 54381 | 72467 | 161690 | 150220 | 161690 |
Largest Losing Trade | -36182 | -36182 | -26669 | -125882 | -117334 | -125882 |
Avg Bars in Trades | 114 | 95 | 133 | 114 | 95 | 133 |
Avg Bars in Winners | 142 | 131 | 148 | 142 | 131 | 148 |
Avg Bars in Losers | 79 | 73 | 93 | 79 | 73 | 93 |
Bars Traded | 8930 | 3737 | 5192 | 8930 | 3737 | 5192 |
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 | -33665 | -583577 | 537162 | -176742 | -583577 | -59986 |
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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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