Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346556.1739 | 261718.6104 | 84837.5635 | 49245.0031 | 110411.0661 | -61166.063 |
Total P&L (%) | 346.5562 | 261.7186 | 84.8376 | 49.245 | 110.4111 | -61.1661 |
Avg Daily Profit (%) | 0.1979 | 0.1495 | 0.0485 | 0.0229 | 0.0425 | -0.054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132131 | -97565 | -64899 | -240891 | -152093 | -153025 |
Profit Factor | 1.5747 | 1.8571 | 1.285 | 1.0528 | 1.2372 | 0.8693 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 47.2973 | 48.6486 | 45.9459 | 47.2973 | 48.6486 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.7547 | 1.9603 | 1.5118 | 1.1731 | 1.306 | 1.0227 |
Largest Winning Trade | 190698 | 190698 | 71572 | 196237 | 196237 | 54924 |
Largest Losing Trade | -41558 | -37583 | -41558 | -124317 | -61046 | -124317 |
Avg Bars in Trades | 92 | 66 | 117 | 92 | 66 | 117 |
Avg Bars in Winners | 112 | 63 | 164 | 112 | 63 | 164 |
Avg Bars in Losers | 73 | 69 | 78 | 73 | 69 | 78 |
Bars Traded | 6819 | 2466 | 4353 | 6819 | 2466 | 4353 |
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 | -59351 | 341596 | -128672 | -396027 | -136968 | -580682 |
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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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