Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155062.6477 | 193114.3678 | -38051.7201 | -700590.7112 | -274367.858 | -426222.8532 |
Total P&L (%) | 155.0626 | 193.1144 | -38.0517 | -700.5907 | -274.3679 | -426.2229 |
Avg Daily Profit (%) | 0.1255 | 0.1563 | -0.0308 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69223 | -53176 | -73570 | -550424 | -331663 | -325621 |
Profit Factor | 1.3073 | 2.347 | 0.8946 | 0.508 | 0.573 | 0.4546 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 54 | 27 | 27 | 20 | 10 | 10 |
Losing Trades | 21 | 10 | 11 | 55 | 27 | 28 |
Profitability (%) | 72 | 72.973 | 71.0526 | 26.6667 | 27.027 | 26.3158 |
Ratio Avg Win / Avg Loss | 0.5084 | 0.8693 | 0.3645 | 1.3971 | 1.5472 | 1.2727 |
Largest Winning Trade | 31811 | 31811 | 30307 | 214593 | 214593 | 112832 |
Largest Losing Trade | -179658 | -40501 | -179658 | -179658 | -104209 | -179658 |
Avg Bars in Trades | 46 | 52 | 41 | 46 | 52 | 41 |
Avg Bars in Winners | 29 | 36 | 22 | 90 | 97 | 83 |
Avg Bars in Losers | 92 | 97 | 87 | 31 | 36 | 26 |
Bars Traded | 3519 | 1954 | 1565 | 3519 | 1954 | 1565 |
Profit Streak | 27.7863 | 77.453 | 27.7863 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83626 | 478572 | -577024 | -662858 | -598875 | -603113 |
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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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