Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377961.9205 | 346828.907 | 31133.0135 | -58045.2978 | 286301.556 | -344346.8538 |
Total P&L (%) | 377.9619 | 346.8289 | 31.133 | -58.0453 | 286.3016 | -344.3469 |
Avg Daily Profit (%) | 0.1735 | 0.1592 | 0.0143 | -0.0399 | 0.062 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204064 | -183930 | -124510 | -633454 | -177356 | -561369 |
Profit Factor | 1.6092 | 2.121 | 1.1001 | 0.9461 | 1.7801 | 0.5148 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 52.6316 | 44.7368 | 60.5263 | 52.6316 | 44.7368 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.4483 | 2.6201 | 0.7175 | 0.8515 | 2.1989 | 0.3357 |
Largest Winning Trade | 358809 | 358809 | 42190 | 368856 | 368856 | 177649 |
Largest Losing Trade | -78420 | -48857 | -78420 | -425164 | -107148 | -425164 |
Avg Bars in Trades | 53 | 47 | 58 | 53 | 47 | 58 |
Avg Bars in Winners | 62 | 52 | 69 | 62 | 52 | 69 |
Avg Bars in Losers | 42 | 43 | 42 | 42 | 43 | 42 |
Bars Traded | 4050 | 1813 | 2237 | 4050 | 1813 | 2237 |
Profit Streak | 0 | 0 | 154.7848 | 0 | 0 | 154.7848 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44107 | 333794 | -286510 | -634214 | -108742 | -578436 |
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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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