Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478630.9089 | 405827.6415 | 72803.2673 | -492248.9478 | 155926.9696 | -648175.9174 |
Total P&L (%) | 478.6309 | 405.8276 | 72.8033 | -492.2489 | 155.927 | -648.1759 |
Avg Daily Profit (%) | 0.2587 | 0.2193 | 0.0394 | 0 | 0.0508 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186188 | -125728 | -149863 | -2160633 | -1051273 | -1122189 |
Profit Factor | 1.762 | 2.5452 | 1.1992 | 0.8735 | 1.0933 | 0.7083 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 43 | 18 | 25 | 39 | 18 | 21 |
Losing Trades | 31 | 19 | 12 | 35 | 19 | 16 |
Profitability (%) | 58.1081 | 48.6486 | 67.5676 | 52.7027 | 48.6486 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.2703 | 2.6866 | 0.5756 | 0.7839 | 1.1541 | 0.5397 |
Largest Winning Trade | 236238 | 236238 | 55481 | 506011 | 506011 | 436173 |
Largest Losing Trade | -136385 | -37798 | -136385 | -728928 | -668430 | -728928 |
Avg Bars in Trades | 143 | 113 | 172 | 143 | 113 | 172 |
Avg Bars in Winners | 155 | 134 | 170 | 160 | 148 | 170 |
Avg Bars in Losers | 125 | 93 | 176 | 124 | 80 | 175 |
Bars Traded | 10590 | 4211 | 6379 | 10590 | 4211 | 6379 |
Profit Streak | 30.7588 | 30.7588 | 34.4255 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55634 | 455719 | -140152 | -649205 | -243435 | -579896 |
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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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