Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436849.674 | 407891.1541 | 28958.5199 | 20651.6008 | 145161.1956 | -124509.5947 |
Total P&L (%) | 436.8497 | 407.8912 | 28.9585 | 20.6516 | 145.1612 | -124.5096 |
Avg Daily Profit (%) | 0.1746 | 0.163 | 0.0116 | 0.0075 | 0.0358 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175125 | -161794 | -167377 | -153277 | -92461 | -201377 |
Profit Factor | 1.5968 | 2.1456 | 1.077 | 1.0366 | 1.6569 | 0.6375 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 48.1013 | 42.5 | 53.8462 | 48.1013 | 42.5 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.7229 | 2.9029 | 0.9232 | 1.1184 | 2.2417 | 0.5464 |
Largest Winning Trade | 222403 | 222403 | 63185 | 67748 | 67748 | 42015 |
Largest Losing Trade | -56077 | -41816 | -56077 | -89357 | -33154 | -89357 |
Avg Bars in Trades | 91 | 100 | 82 | 91 | 100 | 82 |
Avg Bars in Winners | 114 | 129 | 101 | 114 | 129 | 101 |
Avg Bars in Losers | 70 | 78 | 59 | 70 | 78 | 59 |
Bars Traded | 7215 | 4005 | 3210 | 7215 | 4005 | 3210 |
Profit Streak | 0 | 0 | 250.5449 | 0 | 0 | 250.5449 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21603 | 305915 | -316140 | -401553 | -144766 | -578883 |
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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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