Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444772.7368 | 361400.4014 | 83372.3354 | 94597.6462 | 391091.973 | -296494.3268 |
Total P&L (%) | 444.7727 | 361.4004 | 83.3723 | 94.5976 | 391.092 | -296.4943 |
Avg Daily Profit (%) | 0.2339 | 0.1901 | 0.0438 | 0.035 | 0.0837 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105728 | -127887 | -134664 | -436632 | -287366 | -549864 |
Profit Factor | 1.6926 | 1.9983 | 1.2976 | 1.06 | 1.4938 | 0.6223 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 45.3333 | 44.7368 | 45.9459 | 45.3333 | 44.7368 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.0411 | 2.4685 | 1.5265 | 1.2782 | 1.8453 | 0.7321 |
Largest Winning Trade | 220380 | 220380 | 54400 | 312632 | 312632 | 68352 |
Largest Losing Trade | -43690 | -43690 | -38333 | -174223 | -117636 | -174223 |
Avg Bars in Trades | 147 | 127 | 168 | 147 | 127 | 168 |
Avg Bars in Winners | 236 | 206 | 267 | 236 | 206 | 267 |
Avg Bars in Losers | 73 | 64 | 84 | 73 | 64 | 84 |
Bars Traded | 11090 | 4856 | 6234 | 11090 | 4856 | 6234 |
Profit Streak | 0 | 0 | 550.9004 | 0 | 0 | 550.9004 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51974 | 334784 | -134148 | -363743 | -80809 | -581765 |
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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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