Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388965.4894 | 372126.8579 | 16838.6315 | 100717.6955 | 459719.3536 | -359001.6581 |
Total P&L (%) | 388.9655 | 372.1269 | 16.8386 | 100.7177 | 459.7194 | -359.0017 |
Avg Daily Profit (%) | 0.1967 | 0.1882 | 0.0085 | 0.0352 | 0.0872 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185845 | -146700 | -140984 | -1167841 | -1020739 | -881746 |
Profit Factor | 1.6686 | 2.4346 | 1.0522 | 1.0341 | 1.3182 | 0.762 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 41.8919 | 43.2432 | 40.5405 | 41.8919 | 43.2432 | 40.5405 |
Ratio Avg Win / Avg Loss | 2.3145 | 3.1955 | 1.5433 | 1.4344 | 1.7301 | 1.1177 |
Largest Winning Trade | 152198 | 152198 | 64568 | 491141 | 460901 | 491141 |
Largest Losing Trade | -58207 | -46025 | -58207 | -583888 | -583888 | -546646 |
Avg Bars in Trades | 77 | 68 | 87 | 77 | 68 | 87 |
Avg Bars in Winners | 130 | 108 | 154 | 130 | 108 | 154 |
Avg Bars in Losers | 39 | 37 | 41 | 39 | 37 | 41 |
Bars Traded | 5754 | 2519 | 3235 | 5754 | 2519 | 3235 |
Profit Streak | 0 | 0 | 663.1143 | 0 | 0 | 663.1143 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61176 | 343341 | -355120 | -400754 | -77918 | -581827 |
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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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