Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580068.8017 | 536362.1346 | 43706.6671 | 322222.5666 | -495932.3123 | 818154.879 |
Total P&L (%) | 580.0688 | 536.3621 | 43.7067 | 322.2226 | -495.9323 | 818.1549 |
Avg Daily Profit (%) | 0.3024 | 0.2796 | 0.0228 | 0.0751 | 0 | 0.1156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117306 | -121010 | -51153 | -5558345 | -5415697 | -472549 |
Profit Factor | 2.2608 | 2.6595 | 1.3193 | 1.0307 | 0.9431 | 1.4619 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Losing Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Profitability (%) | 52 | 62.1622 | 42.1053 | 52 | 62.1622 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.0869 | 1.6188 | 1.8141 | 0.9515 | 0.574 | 2.0101 |
Largest Winning Trade | 153953 | 153953 | 45412 | 1016439 | 1016439 | 725170 |
Largest Losing Trade | -88086 | -88086 | -28276 | -5172863 | -5172863 | -302312 |
Avg Bars in Trades | 72 | 135 | 11 | 72 | 135 | 11 |
Avg Bars in Winners | 45 | 66 | 15 | 45 | 66 | 15 |
Avg Bars in Losers | 102 | 249 | 8 | 102 | 249 | 8 |
Bars Traded | 5454 | 5013 | 441 | 5454 | 5013 | 441 |
Profit Streak | 0 | 128.3146 | 0 | 0 | 128.3146 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47802 | 573844 | -165786 | -342056 | -578628 | -38790 |
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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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