Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466086.16 | 377364.9735 | 88721.1865 | 261067.2839 | -8663.5753 | 269730.8592 |
Total P&L (%) | 466.0862 | 377.365 | 88.7212 | 261.0673 | -8.6636 | 269.7309 |
Avg Daily Profit (%) | 0.1864 | 0.1509 | 0.0355 | 0.0514 | -0.0036 | 0.0523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174157 | -150359 | -134425 | -720487 | -656163 | -183257 |
Profit Factor | 1.8102 | 2.2284 | 1.3309 | 1.1979 | 0.9901 | 1.6089 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 50 | 43.5897 | 56.4103 | 50 | 43.5897 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.8102 | 2.8838 | 1.0284 | 1.1979 | 1.2813 | 1.2433 |
Largest Winning Trade | 156395 | 156395 | 59966 | 146643 | 142238 | 146643 |
Largest Losing Trade | -62316 | -62316 | -59647 | -326988 | -326988 | -125911 |
Avg Bars in Trades | 58 | 83 | 34 | 58 | 83 | 34 |
Avg Bars in Winners | 52 | 71 | 38 | 52 | 71 | 38 |
Avg Bars in Losers | 65 | 92 | 29 | 65 | 92 | 29 |
Bars Traded | 4588 | 3244 | 1344 | 4588 | 3244 | 1344 |
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 | -27838 | 322940 | -144364 | -165978 | -581583 | -120262 |
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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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